+55.2%
HYG vs BRO
+294.2%
-239.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -7.3% | +6.6% | +0.5% |
| 30D | -0.7% | -6.9% | +6.1% | +0.4% |
| 3M | -0.2% | +10.7% | -10.9% | -2.2% |
| 6M | +1.4% | -2.7% | +4.1% | +1.4% |
| YTD | +1.5% | -16.3% | +17.8% | +4.0% |
| 1Y | +2.9% | -29.1% | +32.0% | +8.7% |
| 3Y | +25.6% | -7.8% | +33.5% | +23.9% |
| 5Y | +18.6% | +18.7% | -0.2% | +8.4% |
| All | +55.2% | +294.2% | -239.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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