+76.2%
BND vs HIG
+114.1%
-37.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | -0.4% | -4.9% | +4.5% | -0.4% |
| 3M | -0.2% | +6.8% | -7.0% | -0.2% |
| 6M | -1.2% | -1.7% | +0.5% | -1.2% |
| YTD | -0.3% | -0.2% | -0.1% | -0.3% |
| 1Y | +0.4% | +5.7% | -5.3% | +0.4% |
| 3Y | +13.4% | +100.3% | -86.9% | +13.6% |
| 5Y | -1.5% | +118.5% | -120.0% | -1.3% |
| 10Y | +15.5% | +309.7% | -294.3% | +16.0% |
| All | +76.2% | +114.1% | -37.9% | +70.0% |
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