+70.3%
PR vs HIG
+268.7%
-198.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.6% |
| 7D | -9.5% | +2.1% | -11.6% | -11.0% |
| 30D | -5.7% | +6.7% | -12.4% | -10.3% |
| 3M | +3.0% | -1.9% | +4.9% | +3.6% |
| 6M | +11.8% | +5.3% | +6.5% | +6.1% |
| YTD | +58.5% | +1.3% | +57.1% | +53.1% |
| 1Y | +69.9% | +7.2% | +62.7% | +57.0% |
| 3Y | +84.9% | +96.6% | -11.7% | +5.8% |
| 5Y | +246.4% | +110.0% | +136.4% | +89.8% |
| 10Y | +70.3% | +268.4% | -198.1% | -38.2% |
| All | +70.3% | +268.7% | -198.4% | -38.2% |
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