+133.5%
C vs HYG
+18.4%
+115.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | -0.7% | +1.5% | +2.2% |
| 30D | +0.9% | -0.7% | +1.6% | +2.3% |
| 3M | +1.1% | -0.2% | +1.3% | +1.5% |
| 6M | +28.4% | +1.4% | +27.0% | +25.2% |
| YTD | +20.8% | +1.5% | +19.3% | +17.9% |
| 1Y | +43.4% | +2.9% | +40.6% | +36.6% |
| 3Y | +274.9% | +25.6% | +249.2% | +158.7% |
| All | +133.5% | +18.4% | +115.1% | +75.0% |
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