+25.0%
ALAB vs HYG
+3.1%
+22.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.5% |
| 7D | -6.2% | -0.7% | -5.5% | -1.1% |
| 30D | -8.7% | -0.7% | -7.9% | -3.4% |
| 3M | -20.7% | -0.2% | -20.6% | -18.5% |
| 6M | +133.5% | +1.4% | +132.1% | +119.2% |
| YTD | +75.1% | +1.5% | +73.6% | +66.4% |
| 1Y | +25.0% | +2.9% | +22.1% | +17.0% |
| All | +25.0% | +3.1% | +22.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling