+376.3%
PSX vs HIG
+315.0%
+61.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | +1.5% | -2.3% | +3.8% | +2.8% |
| 30D | +15.8% | -1.2% | +17.0% | +16.5% |
| 3M | +43.0% | +6.3% | +36.7% | +37.7% |
| 6M | +61.1% | +0.6% | +60.5% | +58.8% |
| YTD | +104.5% | +0.6% | +103.9% | +101.4% |
| 1Y | +102.5% | +6.1% | +96.4% | +92.8% |
| 3Y | +133.5% | +102.0% | +31.5% | +51.1% |
| 5Y | +367.0% | +119.2% | +247.7% | +184.8% |
| All | +376.3% | +315.0% | +61.3% | +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 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