+1,489.6%
ADI vs HYG
+151.8%
+1,337.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.4% |
| 7D | +1.3% | -0.7% | +2.1% | +2.4% |
| 30D | -6.0% | -0.6% | -5.4% | -5.2% |
| 3M | -7.7% | +0.4% | -8.1% | -8.1% |
| 6M | +14.0% | +1.2% | +12.7% | +12.5% |
| YTD | +34.4% | +1.5% | +32.9% | +32.3% |
| 1Y | +48.0% | +3.2% | +44.8% | +42.7% |
| 3Y | +113.3% | +25.9% | +87.4% | +61.7% |
| 5Y | +131.1% | +18.6% | +112.5% | +92.3% |
| 10Y | +628.7% | +55.8% | +573.0% | +368.5% |
| All | +1,489.6% | +151.8% | +1,337.8% | +566.2% |
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