+45.0%
AAPL vs HYG
+3.1%
+41.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | -0.7% | +4.6% | +5.2% |
| 30D | +9.9% | -0.7% | +10.7% | +11.3% |
| 3M | +12.5% | -0.2% | +12.7% | +12.8% |
| 6M | +27.6% | +1.4% | +26.2% | +23.9% |
| YTD | +22.6% | +1.5% | +21.1% | +19.0% |
| 1Y | +45.0% | +2.9% | +42.1% | +35.6% |
| All | +45.0% | +3.1% | +41.9% | +35.6% |
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