+152.6%
PR vs HIG
+264.9%
-112.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.4% |
| 7D | -16.4% | +1.1% | -17.5% | -17.2% |
| 30D | -1.9% | +5.6% | -7.5% | -5.8% |
| 3M | +8.0% | -6.9% | +14.8% | +12.3% |
| 6M | +4.1% | +1.3% | +2.8% | +1.6% |
| YTD | +58.7% | -1.5% | +60.2% | +56.4% |
| 1Y | +75.8% | +6.6% | +69.2% | +63.5% |
| 3Y | +73.2% | +91.2% | -18.0% | +3.3% |
| 5Y | +230.1% | +106.1% | +124.1% | +87.8% |
| 10Y | +67.4% | +283.7% | -216.3% | -35.6% |
| All | +152.6% | +264.9% | -112.3% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling