+82.7%
BAC vs HYG
+153.4%
-70.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.2% | 0.0% | +1.1% | +1.1% |
| 30D | -0.7% | -0.1% | -0.7% | -0.6% |
| 3M | +16.9% | +1.0% | +16.0% | +14.6% |
| 6M | +29.6% | +2.3% | +27.3% | +23.5% |
| YTD | +15.3% | +2.1% | +13.1% | +10.4% |
| 1Y | +28.8% | +3.8% | +25.0% | +19.4% |
| 3Y | +136.4% | +26.7% | +109.7% | +46.0% |
| 5Y | +72.9% | +19.3% | +53.6% | +21.3% |
| 10Y | +391.8% | +55.3% | +336.5% | +109.6% |
| All | +82.7% | +153.4% | -70.7% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling