+491.0%
ADBE vs HYG
+151.8%
+339.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.7% |
| 7D | -12.9% | -0.7% | -12.2% | -12.0% |
| 30D | -5.6% | -0.6% | -5.1% | -4.8% |
| 3M | +6.6% | +0.4% | +6.2% | +6.0% |
| 6M | -9.6% | +1.2% | -10.8% | -11.2% |
| YTD | -28.9% | +1.5% | -30.4% | -30.4% |
| 1Y | -28.9% | +3.2% | -32.1% | -32.1% |
| 3Y | -55.6% | +25.9% | -81.5% | -67.7% |
| 5Y | -62.2% | +18.6% | -80.8% | -69.3% |
| 10Y | +150.4% | +55.8% | +94.6% | +51.8% |
| All | +491.0% | +151.8% | +339.2% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling