+99.6%
PSX vs HIG
+5.1%
+94.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +4.5% | +0.3% | +4.2% | +4.5% |
| 30D | +26.6% | -3.2% | +29.8% | +26.8% |
| 3M | +39.3% | +9.1% | +30.1% | +38.4% |
| 6M | +56.8% | -1.8% | +58.6% | +58.0% |
| YTD | +101.8% | +1.8% | +100.1% | +100.9% |
| 1Y | +99.6% | +4.6% | +95.0% | +100.2% |
| All | +99.6% | +5.1% | +94.5% | +100.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling