-8.6%
BN vs HIG
+5.1%
-13.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -9.5% | -3.2% | -6.3% | -9.0% |
| 3M | -10.4% | +9.1% | -19.5% | -12.5% |
| 6M | -6.4% | -1.8% | -4.6% | -6.8% |
| YTD | -11.9% | +1.8% | -13.6% | -12.6% |
| 1Y | -8.6% | +4.6% | -13.2% | -8.8% |
| All | -8.6% | +5.1% | -13.7% | -8.8% |
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