+55.3%
BE vs HYG
+1.8%
+53.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -13.0% |
| 7D | -12.1% | -0.1% | -12.0% | -11.4% |
| 30D | -30.1% | +0.7% | -30.8% | -34.5% |
| 3M | -12.1% | -2.0% | -10.1% | +9.0% |
| 6M | -30.6% | -0.9% | -29.7% | -21.2% |
| YTD | +130.6% | +0.1% | +130.6% | +141.8% |
| 1Y | +55.3% | +1.6% | +53.7% | +22.5% |
| All | +55.3% | +1.8% | +53.5% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling