+1.5%
HYG vs BKR
+9.3%
-7.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +0.8% |
| 7D | -0.1% | -8.8% | +8.7% | +0.2% |
| 30D | +0.7% | -13.1% | +13.8% | +1.1% |
| 3M | -2.0% | -18.9% | +16.9% | -1.5% |
| 6M | -0.9% | -27.2% | +26.3% | +0.1% |
| YTD | +0.1% | +10.7% | -10.6% | -0.5% |
| All | +1.5% | +9.3% | -7.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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