+84.5%
PR vs HIG
+261.7%
-177.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +6.0% | +2.6% | +3.4% | +4.1% |
| 30D | -4.2% | +4.2% | -8.4% | -7.4% |
| 3M | +10.0% | +0.2% | +9.8% | +8.9% |
| 6M | +15.6% | +4.6% | +11.0% | +10.2% |
| YTD | +68.2% | +1.1% | +67.1% | +62.7% |
| 1Y | +79.2% | +4.7% | +74.5% | +68.5% |
| 3Y | +94.9% | +95.5% | -0.6% | +11.9% |
| 5Y | +272.8% | +111.7% | +161.1% | +102.9% |
| All | +84.5% | +261.7% | -177.3% | -34.1% |
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