+27.0%
BROS vs HIG
+118.2%
-91.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -6.7% | +0.3% | -7.0% | -6.9% |
| 30D | -29.1% | -3.2% | -25.9% | -28.1% |
| 3M | -16.7% | +9.1% | -25.8% | -20.3% |
| 6M | -11.6% | -1.8% | -9.8% | -11.4% |
| YTD | -23.9% | +1.8% | -25.7% | -25.2% |
| 1Y | -34.8% | +4.6% | -39.4% | -36.8% |
| 3Y | +62.1% | +101.6% | -39.6% | +9.6% |
| All | +27.0% | +118.2% | -91.2% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling