+25.6%
HYG vs BN
+70.0%
-44.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -0.7% | -5.2% | +4.5% | -0.1% |
| 30D | -0.7% | -14.5% | +13.7% | +1.1% |
| 3M | -0.2% | -15.0% | +14.8% | +1.7% |
| 6M | +1.4% | -5.4% | +6.8% | +1.8% |
| YTD | +1.5% | -16.4% | +17.9% | +3.2% |
| 1Y | +2.9% | -16.2% | +19.1% | +4.5% |
| 3Y | +25.6% | +67.5% | -41.9% | +14.6% |
| All | +25.6% | +70.0% | -44.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling