+503.1%
BKR vs HIG
+986.0%
-483.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -7.0% | -1.5% | -5.5% | -6.7% |
| 30D | -8.1% | -0.4% | -7.8% | -8.1% |
| 3M | -6.6% | +6.7% | -13.3% | -8.3% |
| 6M | +0.9% | +2.0% | -1.1% | -0.1% |
| YTD | +31.1% | +0.3% | +30.8% | +30.2% |
| 1Y | +27.7% | +4.2% | +23.5% | +25.5% |
| 3Y | +71.2% | +102.2% | -31.0% | +42.6% |
| 5Y | +177.6% | +118.5% | +59.1% | +126.8% |
| 10Y | +122.7% | +311.1% | -188.5% | +57.0% |
| All | +503.1% | +986.0% | -483.0% | +172.5% |
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