+7,952.9%
BKNG vs HYG
+151.8%
+7,801.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -10.7% | -0.7% | -9.9% | -9.7% |
| 30D | -18.1% | -0.6% | -17.5% | -17.4% |
| 3M | +8.5% | +0.4% | +8.1% | +8.0% |
| 6M | -0.1% | +1.2% | -1.3% | -1.6% |
| YTD | -18.2% | +1.5% | -19.7% | -19.7% |
| 1Y | -19.9% | +3.2% | -23.0% | -23.1% |
| 3Y | +41.6% | +25.9% | +15.7% | +4.4% |
| 5Y | +93.1% | +18.6% | +74.5% | +56.7% |
| 10Y | +214.8% | +55.8% | +159.0% | +90.8% |
| All | +7,952.9% | +151.8% | +7,801.1% | +2,807.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling