+153.0%
HYG vs BN
+586.0%
-433.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | -0.2% | -3.0% | +2.8% | +0.4% |
| 30D | -0.1% | -13.0% | +12.9% | +2.7% |
| 3M | +0.7% | -15.2% | +15.9% | +4.0% |
| 6M | +1.5% | -5.9% | +7.4% | +2.4% |
| YTD | +1.9% | -15.8% | +17.7% | +4.9% |
| 1Y | +3.7% | -12.2% | +15.9% | +5.6% |
| 3Y | +26.5% | +72.2% | -45.7% | +9.3% |
| 5Y | +19.0% | +33.2% | -14.2% | +6.7% |
| 10Y | +56.5% | +264.7% | -208.2% | +7.9% |
| All | +153.0% | +586.0% | -433.1% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling