-53.6%
BSX vs HYG
+1.8%
-55.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +4.6% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +8.1% | +0.7% | +7.4% | +7.0% |
| 3M | -6.7% | -2.0% | -4.6% | -4.4% |
| 6M | -19.4% | -0.9% | -18.5% | -18.4% |
| YTD | -51.9% | +0.1% | -52.0% | -52.0% |
| 1Y | -53.6% | +1.6% | -55.2% | -54.9% |
| All | -53.6% | +1.8% | -55.5% | -54.9% |
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