+151.7%
HYG vs BRKR
+422.2%
-270.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -8.7% | +8.0% | 0.0% |
| 30D | -0.7% | -9.9% | +9.1% | 0.0% |
| 3M | -0.2% | -3.1% | +2.9% | -0.5% |
| 6M | +1.4% | +45.5% | -44.1% | -2.7% |
| YTD | +1.5% | +13.7% | -12.2% | -0.8% |
| 1Y | +2.9% | +67.4% | -64.5% | -3.0% |
| 3Y | +25.6% | -13.2% | +38.9% | +23.3% |
| 5Y | +18.6% | -39.5% | +58.0% | +19.1% |
| 10Y | +55.7% | +153.5% | -97.7% | +36.2% |
| All | +151.7% | +422.2% | -270.5% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling