+12,760.2%
BN vs HIG
+1,002.1%
+11,758.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -9.5% | -3.2% | -6.3% | -8.8% |
| 3M | -10.4% | +9.1% | -19.5% | -12.4% |
| 6M | -6.4% | -1.8% | -4.6% | -6.2% |
| YTD | -11.9% | +1.8% | -13.6% | -12.5% |
| 1Y | -8.6% | +4.6% | -13.2% | -9.9% |
| 3Y | +77.6% | +101.6% | -24.1% | +50.6% |
| 5Y | +37.0% | +124.5% | -87.5% | +13.7% |
| 10Y | +266.4% | +317.8% | -51.4% | +161.1% |
| All | +12,760.2% | +1,002.1% | +11,758.1% | +6,049.6% |
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