+99.6%
PR vs HIG
+322.3%
-222.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | +2.9% | +0.3% | +2.6% | +2.7% |
| 30D | +18.0% | -3.2% | +21.3% | +20.4% |
| 3M | +16.9% | +9.1% | +7.7% | +9.0% |
| 6M | +28.2% | -1.8% | +30.0% | +27.8% |
| YTD | +69.3% | +1.8% | +67.6% | +64.1% |
| 1Y | +69.5% | +4.6% | +64.9% | +60.2% |
| 3Y | +81.7% | +101.6% | -20.0% | +2.9% |
| 5Y | +422.2% | +124.5% | +297.8% | +176.3% |
| All | +99.6% | +322.3% | -222.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling