+268.2%
PR vs HIG
+107.2%
+161.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | -6.1% | +4.4% | -10.5% | -9.0% |
| 3M | +6.9% | 0.0% | +6.8% | +6.1% |
| 6M | +14.6% | +3.8% | +10.8% | +10.3% |
| YTD | +66.1% | +0.7% | +65.5% | +61.8% |
| 1Y | +77.0% | +5.0% | +72.0% | +66.6% |
| 3Y | +93.8% | +95.3% | -1.5% | +3.6% |
| 5Y | +268.2% | +110.8% | +157.5% | +90.1% |
| All | +268.2% | +107.2% | +161.1% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling