-20.3%
BROS vs HIG
+12.7%
-33.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.5% |
| 7D | +2.5% | +6.2% | -3.7% | +1.4% |
| 30D | +15.1% | +9.4% | +5.6% | +13.2% |
| 3M | -31.4% | -2.3% | -29.0% | -31.3% |
| 6M | -22.6% | +4.2% | -26.8% | -23.3% |
| YTD | -28.1% | +1.6% | -29.7% | -28.4% |
| 1Y | -20.3% | +9.9% | -30.1% | -26.5% |
| All | -20.3% | +12.7% | -33.0% | -26.5% |
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