+12,994.7%
BN vs HIG
+995.0%
+11,999.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -1.0% | +2.6% | -3.6% | -1.6% |
| 30D | +14.0% | +4.2% | +9.8% | +12.9% |
| 3M | -9.0% | +0.2% | -9.2% | -9.1% |
| 6M | -8.8% | +4.6% | -13.4% | -10.0% |
| YTD | -10.3% | +1.1% | -11.4% | -10.8% |
| 1Y | -5.8% | +4.7% | -10.5% | -7.1% |
| 3Y | +94.8% | +95.5% | -0.7% | +66.3% |
| 5Y | +31.5% | +111.7% | -80.2% | +10.5% |
| 10Y | +291.9% | +263.4% | +28.5% | +187.2% |
| All | +12,994.7% | +995.0% | +11,999.8% | +6,169.0% |
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