+209.9%
BKNG vs HIG
+315.0%
-105.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -10.7% | -2.3% | -8.4% | -9.7% |
| 30D | -18.1% | -1.2% | -16.9% | -17.7% |
| 3M | +8.5% | +6.3% | +2.2% | +5.6% |
| 6M | -0.1% | +0.6% | -0.6% | -0.6% |
| YTD | -18.2% | +0.6% | -18.8% | -18.8% |
| 1Y | -19.9% | +6.1% | -26.0% | -22.4% |
| 3Y | +41.6% | +102.0% | -60.4% | +1.4% |
| 5Y | +93.1% | +119.2% | -26.1% | +32.9% |
| All | +209.9% | +315.0% | -105.1% | +70.7% |
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 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