+392.9%
BAC vs HYG
+56.1%
+336.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | 0.0% | -0.7% | +0.7% | +1.5% |
| 30D | -2.8% | -0.7% | -2.0% | -1.3% |
| 3M | +14.2% | -0.2% | +14.4% | +14.7% |
| 6M | +30.5% | +1.4% | +29.1% | +26.8% |
| YTD | +15.8% | +1.5% | +14.4% | +12.5% |
| 1Y | +26.2% | +2.9% | +23.3% | +19.2% |
| 3Y | +136.5% | +25.6% | +110.9% | +50.4% |
| 5Y | +75.9% | +18.6% | +57.4% | +28.8% |
| All | +392.9% | +56.1% | +336.8% | +140.4% |
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