-60.9%
ADBE vs HYG
+18.4%
-79.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -0.7% | -4.7% | -3.8% |
| 30D | -2.5% | -0.7% | -1.8% | -0.8% |
| 3M | +15.3% | -0.2% | +15.5% | +15.9% |
| 6M | -7.8% | +1.4% | -9.3% | -10.9% |
| YTD | -27.9% | +1.5% | -29.4% | -30.4% |
| 1Y | -28.0% | +2.9% | -30.9% | -32.7% |
| 3Y | -55.3% | +25.6% | -81.0% | -73.4% |
| All | -60.9% | +18.4% | -79.3% | -66.0% |
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