+127.8%
AAPL vs HYG
+18.4%
+109.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | -0.7% | +4.6% | +5.3% |
| 30D | +9.9% | -0.7% | +10.7% | +11.5% |
| 3M | +12.5% | -0.2% | +12.7% | +12.9% |
| 6M | +27.6% | +1.4% | +26.2% | +24.0% |
| YTD | +22.6% | +1.5% | +21.1% | +19.0% |
| 1Y | +45.0% | +2.9% | +42.1% | +36.9% |
| 3Y | +87.8% | +25.6% | +62.1% | +23.6% |
| All | +127.8% | +18.4% | +109.4% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling