+151.7%
HYG vs BNS
+387.3%
-235.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -0.2% | +14.1% | -14.3% | -3.6% |
| 6M | +1.4% | +33.8% | -32.3% | -5.8% |
| YTD | +1.5% | +29.5% | -28.0% | -5.2% |
| 1Y | +2.9% | +48.4% | -45.5% | -7.1% |
| 3Y | +25.6% | +129.6% | -104.0% | +1.0% |
| 5Y | +18.6% | +96.1% | -77.5% | -1.8% |
| 10Y | +55.7% | +186.2% | -130.4% | +13.8% |
| All | +151.7% | +387.3% | -235.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling