+18.7%
HYG vs BROS
+38.3%
-19.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -0.2% | -6.6% | +6.4% | +0.1% |
| 30D | -0.1% | -12.3% | +12.3% | +0.4% |
| 3M | +0.7% | -22.2% | +22.9% | +1.5% |
| 6M | +1.5% | -14.3% | +15.8% | +1.8% |
| YTD | +1.9% | -26.6% | +28.5% | +2.8% |
| 1Y | +3.7% | -31.5% | +35.2% | +4.8% |
| 3Y | +26.5% | +62.3% | -35.8% | +21.0% |
| All | +18.7% | +38.3% | -19.6% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling