+1.5%
HYG vs BRKR
+66.6%
-65.1%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.2% | +0.2% |
| 7D | +0.8% | +19.5% | -18.7% | +0.4% |
| 30D | +0.4% | +13.1% | -12.7% | 0.0% |
| 3M | -1.7% | +24.7% | -26.4% | -2.2% |
| 6M | -0.9% | +50.9% | -51.8% | -2.6% |
| YTD | +0.5% | +41.7% | -41.2% | -1.6% |
| All | +1.5% | +66.6% | -65.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling