+2.9%
HYG vs BRKR
+75.9%
-73.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -8.7% | +8.0% | -0.5% |
| 30D | -0.7% | -9.9% | +9.1% | -0.5% |
| 3M | -0.2% | -3.1% | +2.9% | -0.4% |
| 6M | +1.4% | +45.5% | -44.1% | -0.2% |
| YTD | +1.5% | +13.7% | -12.2% | +0.2% |
| 1Y | +2.9% | +67.4% | -64.5% | +0.9% |
| All | +2.9% | +75.9% | -73.0% | +0.9% |
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