+48.5%
AMZN vs HYG
+18.4%
+30.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -0.7% | -0.7% | 0.0% | +1.2% |
| 30D | -3.9% | -0.7% | -3.2% | -2.1% |
| 3M | +6.3% | -0.2% | +6.5% | +7.0% |
| 6M | +20.8% | +1.4% | +19.3% | +17.0% |
| YTD | +11.2% | +1.5% | +9.8% | +7.7% |
| 1Y | +11.7% | +2.9% | +8.8% | +4.5% |
| 3Y | +79.4% | +25.6% | +53.8% | +4.4% |
| All | +48.5% | +18.4% | +30.2% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling