+151.7%
HYG vs BKR
+79.8%
+71.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.7% | -7.0% | +6.3% | +0.1% |
| 30D | -0.7% | -8.1% | +7.4% | +0.2% |
| 3M | -0.2% | -6.6% | +6.4% | +0.5% |
| 6M | +1.4% | +0.9% | +0.6% | +0.9% |
| YTD | +1.5% | +31.1% | -29.6% | -2.4% |
| 1Y | +2.9% | +27.7% | -24.8% | -0.8% |
| 3Y | +25.6% | +71.2% | -45.6% | +15.4% |
| 5Y | +18.6% | +177.6% | -159.1% | +0.4% |
| 10Y | +55.7% | +122.7% | -66.9% | +27.6% |
| All | +151.7% | +79.8% | +71.9% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling