+1,112.1%
PSX vs HIG
+825.3%
+286.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.8% |
| 7D | +4.5% | +0.3% | +4.2% | +4.3% |
| 30D | +26.6% | -3.2% | +29.8% | +28.6% |
| 3M | +39.3% | +9.1% | +30.1% | +32.3% |
| 6M | +56.8% | -1.8% | +58.6% | +56.7% |
| YTD | +101.8% | +1.8% | +100.1% | +97.8% |
| 1Y | +99.6% | +4.6% | +95.0% | +92.0% |
| 3Y | +140.3% | +101.6% | +38.7% | +58.9% |
| 5Y | +339.3% | +124.5% | +214.8% | +171.1% |
| 10Y | +369.9% | +317.8% | +52.0% | +98.9% |
| All | +1,112.1% | +825.3% | +286.8% | +224.8% |
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