+7.7%
AAL vs HYG
+1.8%
+5.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +2.0% |
| 7D | +8.3% | -0.1% | +8.4% | +8.9% |
| 30D | +6.2% | +0.7% | +5.5% | +1.7% |
| 3M | -17.7% | -2.0% | -15.7% | -5.8% |
| 6M | +15.4% | -0.9% | +16.3% | +23.8% |
| YTD | -11.1% | +0.1% | -11.1% | -7.1% |
| 1Y | +7.7% | +1.6% | +6.1% | +3.8% |
| All | +7.7% | +1.8% | +5.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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