-2.1%
BROS vs HIG
+116.8%
-118.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.3% |
| 7D | +6.3% | +2.6% | +3.7% | +5.1% |
| 30D | -8.3% | +4.2% | -12.5% | -10.0% |
| 3M | -29.8% | +0.2% | -30.0% | -29.9% |
| 6M | -25.8% | +4.6% | -30.4% | -27.7% |
| YTD | -41.4% | +1.1% | -42.5% | -42.2% |
| 1Y | -35.2% | +4.7% | -39.8% | -37.2% |
| 3Y | +32.8% | +95.5% | -62.7% | -8.6% |
| 5Y | -42.2% | +111.7% | -153.8% | -63.2% |
| All | -2.1% | +116.8% | -118.9% | -34.1% |
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