+216.0%
C vs HYG
+24.5%
+191.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | +0.1% |
| 7D | +4.2% | -0.4% | +4.5% | +5.4% |
| 30D | +2.0% | +0.7% | +1.3% | -0.2% |
| 3M | -10.1% | -2.1% | -8.0% | -3.8% |
| 6M | +1.0% | -0.8% | +1.8% | +3.8% |
| YTD | +8.5% | +0.3% | +8.2% | +8.2% |
| 1Y | +25.7% | +1.8% | +24.0% | +19.9% |
| 3Y | +216.0% | +24.1% | +191.9% | +96.5% |
| All | +216.0% | +24.5% | +191.5% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling