+14.4%
BABA vs HYG
+56.1%
-41.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | 0.0% |
| 7D | -2.9% | -0.7% | -2.2% | -1.6% |
| 30D | -15.1% | -0.6% | -14.5% | -14.3% |
| 3M | -5.0% | +0.4% | -5.5% | -5.8% |
| 6M | -19.9% | +1.2% | -21.2% | -21.5% |
| YTD | -25.3% | +1.5% | -26.7% | -26.9% |
| 1Y | -23.9% | +3.2% | -27.1% | -27.6% |
| 3Y | +28.1% | +25.9% | +2.2% | -12.9% |
| 5Y | -31.4% | +18.6% | -50.0% | -48.0% |
| All | +14.4% | +56.1% | -41.6% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling