+138.3%
ADI vs HYG
+18.4%
+119.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.6% | -0.7% | +5.3% | +6.4% |
| 30D | -1.2% | -0.7% | -0.4% | +0.6% |
| 3M | -7.8% | -0.2% | -7.6% | -7.2% |
| 6M | +19.3% | +1.4% | +17.9% | +15.9% |
| YTD | +40.9% | +1.5% | +39.5% | +36.9% |
| 1Y | +54.5% | +2.9% | +51.6% | +45.4% |
| 3Y | +123.4% | +25.6% | +97.8% | +40.3% |
| All | +138.3% | +18.4% | +119.9% | +97.4% |
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