+358.7%
ALAB vs HYG
+17.5%
+341.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -2.6% |
| 7D | +0.6% | -0.7% | +1.3% | +5.2% |
| 30D | -8.8% | -0.6% | -8.2% | -5.5% |
| 3M | -14.0% | +0.4% | -14.4% | -14.7% |
| 6M | +144.3% | +1.2% | +143.0% | +134.7% |
| YTD | +71.0% | +1.5% | +69.6% | +62.9% |
| 1Y | +23.5% | +3.2% | +20.3% | +7.8% |
| All | +358.7% | +17.5% | +341.2% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling