+55.2%
HYG vs BNS
+188.9%
-133.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -0.7% | +3.5% | -4.2% | -1.6% |
| 3M | -0.2% | +14.1% | -14.3% | -3.3% |
| 6M | +1.4% | +33.8% | -32.3% | -5.3% |
| YTD | +1.5% | +29.5% | -28.0% | -4.6% |
| 1Y | +2.9% | +48.4% | -45.5% | -6.3% |
| 3Y | +25.6% | +129.6% | -104.0% | +2.5% |
| 5Y | +18.6% | +96.1% | -77.5% | -0.5% |
| All | +55.2% | +188.9% | -133.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling