-33.2%
BROS vs HIG
+7.0%
-40.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -6.1% | -2.3% | -3.8% | -5.8% |
| 30D | -12.4% | -1.2% | -11.2% | -12.3% |
| 3M | -27.9% | +6.3% | -34.2% | -28.6% |
| 6M | -16.8% | +0.6% | -17.4% | -17.6% |
| YTD | -29.0% | +0.6% | -29.7% | -29.3% |
| 1Y | -33.2% | +6.1% | -39.3% | -36.4% |
| All | -33.2% | +7.0% | -40.2% | -36.4% |
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