+209.9%
BKNG vs HYG
+56.1%
+153.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.4% |
| 7D | -10.7% | -0.7% | -9.9% | -9.3% |
| 30D | -18.1% | -0.6% | -17.5% | -17.1% |
| 3M | +8.5% | +0.4% | +8.1% | +7.7% |
| 6M | -0.1% | +1.2% | -1.3% | -2.2% |
| YTD | -18.2% | +1.5% | -19.7% | -20.4% |
| 1Y | -19.9% | +3.2% | -23.0% | -24.5% |
| 3Y | +41.6% | +25.9% | +15.7% | -8.7% |
| 5Y | +93.1% | +18.6% | +74.5% | +43.4% |
| All | +209.9% | +56.1% | +153.8% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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