+6.7%
AMZN vs HYG
+1.8%
+4.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +3.7% |
| 7D | +4.5% | -0.1% | +4.6% | +4.8% |
| 30D | +5.8% | +0.7% | +5.1% | +3.2% |
| 3M | -4.1% | -2.0% | -2.1% | +3.3% |
| 6M | -2.2% | -0.9% | -1.3% | +1.5% |
| YTD | +15.3% | +0.1% | +15.2% | +14.5% |
| 1Y | +6.7% | +1.6% | +5.1% | -3.2% |
| All | +6.7% | +1.8% | +4.9% | -3.2% |
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 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