+384.5%
ALAB vs HYG
+18.0%
+366.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +5.1% |
| 7D | +9.6% | -0.2% | +9.8% | +10.7% |
| 30D | -5.3% | -0.1% | -5.2% | -4.7% |
| 3M | -12.0% | +0.7% | -12.7% | -14.2% |
| 6M | +145.7% | +1.5% | +144.2% | +131.6% |
| YTD | +80.7% | +1.9% | +78.7% | +67.3% |
| 1Y | +40.1% | +3.7% | +36.4% | +18.4% |
| All | +384.5% | +18.0% | +366.5% | +162.8% |
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