+18.1%
HYG vs BROS
+35.1%
-16.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.7% | -5.8% | +5.0% | -0.5% |
| 30D | -0.7% | -14.0% | +13.2% | -0.1% |
| 3M | -0.2% | -32.5% | +32.3% | +1.3% |
| 6M | +1.4% | -14.9% | +16.3% | +1.7% |
| YTD | +1.5% | -28.3% | +29.7% | +2.4% |
| 1Y | +2.9% | -34.0% | +36.9% | +4.1% |
| 3Y | +25.6% | +63.0% | -37.3% | +20.2% |
| All | +18.1% | +35.1% | -16.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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