-13.6%
BKNG vs HIG
+12.7%
-26.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.5% | +8.7% |
| 7D | +15.6% | +6.2% | +9.4% | +12.7% |
| 30D | +8.0% | +9.4% | -1.4% | +4.4% |
| 3M | -11.8% | -2.3% | -9.4% | -11.0% |
| 6M | +3.8% | +4.2% | -0.4% | +2.4% |
| YTD | -19.6% | +1.6% | -21.2% | -20.6% |
| 1Y | -13.6% | +9.9% | -23.5% | -17.7% |
| All | -13.6% | +12.7% | -26.3% | -17.7% |
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