+135.3%
PSX vs HIG
+101.4%
+33.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | +21.6% | -2.8% | +24.5% | +22.8% |
| 3M | +46.5% | +6.3% | +40.1% | +42.6% |
| 6M | +62.0% | -0.1% | +62.1% | +60.9% |
| YTD | +106.3% | +0.4% | +105.9% | +104.4% |
| 1Y | +103.0% | +6.2% | +96.7% | +95.5% |
| All | +135.3% | +101.4% | +33.9% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling