+406.7%
BNY vs HIG
+313.7%
+93.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | -1.3% | -1.5% | +0.1% | -0.6% |
| 30D | -0.2% | -0.4% | +0.2% | 0.0% |
| 3M | +14.9% | +6.7% | +8.3% | +10.4% |
| 6M | +40.0% | +2.0% | +38.0% | +37.4% |
| YTD | +42.0% | +0.3% | +41.7% | +40.3% |
| 1Y | +56.9% | +4.2% | +52.7% | +51.3% |
| 3Y | +289.9% | +102.2% | +187.6% | +157.3% |
| 5Y | +259.2% | +118.5% | +140.7% | +127.9% |
| All | +406.7% | +313.7% | +93.1% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling