+934.0%
BE vs HYG
+41.9%
+892.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -2.4% |
| 7D | +9.7% | -0.7% | +10.5% | +12.7% |
| 30D | +22.4% | -0.6% | +23.0% | +25.1% |
| 3M | +10.4% | +0.4% | +9.9% | +9.7% |
| 6M | +67.9% | +1.2% | +66.6% | +64.3% |
| YTD | +197.5% | +1.5% | +196.0% | +191.2% |
| 1Y | +310.6% | +3.2% | +307.4% | +283.7% |
| 3Y | +1,657.2% | +25.9% | +1,631.3% | +806.6% |
| 5Y | +1,218.2% | +18.6% | +1,199.6% | +796.1% |
| All | +934.0% | +41.9% | +892.0% | +257.1% |
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