+32.9%
HYG vs BBIO
+136.7%
-103.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | -0.7% | -13.6% | +12.9% | -0.2% |
| 3M | -0.2% | +7.2% | -7.4% | -0.5% |
| 6M | +1.4% | +1.5% | 0.0% | +1.2% |
| YTD | +1.5% | -5.3% | +6.7% | +1.4% |
| 1Y | +2.9% | +37.7% | -34.8% | +1.4% |
| 3Y | +25.6% | +153.9% | -128.3% | +20.0% |
| 5Y | +18.6% | +43.9% | -25.3% | +8.8% |
| All | +32.9% | +136.7% | -103.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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