+44.9%
C vs HYG
+4.1%
+40.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | +3.6% | -0.2% | +3.8% | +4.3% |
| 30D | +0.1% | +0.1% | 0.0% | -0.3% |
| 3M | +2.4% | +0.7% | +1.8% | +0.1% |
| 6M | +24.9% | +1.5% | +23.5% | +19.3% |
| YTD | +19.8% | +2.2% | +17.6% | +11.8% |
| 1Y | +44.9% | +3.9% | +41.0% | +28.1% |
| All | +44.9% | +4.1% | +40.7% | +28.1% |
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 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