+81.0%
BSX vs HYG
+56.1%
+24.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -10.1% | -0.7% | -9.4% | -9.0% |
| 30D | -16.4% | -0.7% | -15.7% | -15.4% |
| 3M | -8.9% | -0.2% | -8.7% | -8.5% |
| 6M | -38.3% | +1.4% | -39.7% | -39.7% |
| YTD | -54.9% | +1.5% | -56.4% | -56.0% |
| 1Y | -58.8% | +2.9% | -61.7% | -60.7% |
| 3Y | -21.2% | +25.6% | -46.9% | -45.1% |
| 5Y | -3.3% | +18.6% | -21.9% | -24.6% |
| All | +81.0% | +56.1% | +24.9% | -2.7% |
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