+1,003.0%
BE vs HYG
+41.9%
+961.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.8% |
| 7D | +9.0% | -0.7% | +9.8% | +11.9% |
| 30D | +16.3% | -0.7% | +17.0% | +19.4% |
| 3M | +10.8% | -0.2% | +11.0% | +12.4% |
| 6M | +73.2% | +1.4% | +71.8% | +68.4% |
| YTD | +217.4% | +1.5% | +215.9% | +210.9% |
| 1Y | +309.8% | +2.9% | +306.9% | +286.3% |
| 3Y | +1,726.2% | +25.6% | +1,700.5% | +848.1% |
| 5Y | +1,306.2% | +18.6% | +1,287.6% | +856.8% |
| All | +1,003.0% | +41.9% | +961.1% | +281.2% |
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