+18.4%
BROS vs HIG
+115.7%
-97.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.1% | -2.3% | -3.8% | -5.1% |
| 30D | -12.4% | -1.2% | -11.2% | -12.0% |
| 3M | -27.9% | +6.3% | -34.2% | -30.1% |
| 6M | -16.8% | +0.6% | -17.4% | -17.6% |
| YTD | -29.0% | +0.6% | -29.7% | -29.9% |
| 1Y | -33.2% | +6.1% | -39.3% | -35.8% |
| 3Y | +56.8% | +102.0% | -45.2% | +5.7% |
| All | +18.4% | +115.7% | -97.3% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling