-2.8%
BSX vs HYG
+18.4%
-21.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -10.1% | -0.7% | -9.4% | -9.3% |
| 30D | -16.4% | -0.7% | -15.7% | -15.6% |
| 3M | -8.9% | -0.2% | -8.7% | -8.6% |
| 6M | -38.3% | +1.4% | -39.7% | -39.3% |
| YTD | -54.9% | +1.5% | -56.4% | -55.7% |
| 1Y | -58.8% | +2.9% | -61.7% | -60.2% |
| 3Y | -21.2% | +25.6% | -46.9% | -39.1% |
| All | -2.8% | +18.4% | -21.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling