+651.5%
ADI vs HYG
+56.1%
+595.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.6% | -0.7% | +5.3% | +6.2% |
| 30D | -1.2% | -0.7% | -0.4% | +0.4% |
| 3M | -7.8% | -0.2% | -7.6% | -7.3% |
| 6M | +19.3% | +1.4% | +17.9% | +16.2% |
| YTD | +40.9% | +1.5% | +39.5% | +37.3% |
| 1Y | +54.5% | +2.9% | +51.6% | +46.3% |
| 3Y | +123.4% | +25.6% | +97.8% | +43.2% |
| 5Y | +142.3% | +18.6% | +123.8% | +79.5% |
| All | +651.5% | +56.1% | +595.4% | +275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling