+315.5%
ARM vs HYG
+26.0%
+289.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +2.0% |
| 7D | +12.5% | -0.2% | +12.7% | +13.5% |
| 30D | -1.4% | -0.1% | -1.3% | -0.8% |
| 3M | -18.7% | +0.7% | -19.4% | -21.0% |
| 6M | +124.6% | +1.5% | +123.1% | +113.0% |
| YTD | +141.7% | +1.9% | +139.8% | +125.5% |
| 1Y | +87.7% | +3.7% | +83.9% | +61.2% |
| All | +315.5% | +26.0% | +289.5% | +69.3% |
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