-63.9%
C vs HYG
+148.8%
-212.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | +0.1% |
| 7D | +4.2% | -0.4% | +4.5% | +5.1% |
| 30D | +2.0% | +0.7% | +1.3% | +0.5% |
| 3M | -10.1% | -2.1% | -8.0% | -5.7% |
| 6M | +1.0% | -0.8% | +1.8% | +3.1% |
| YTD | +8.5% | +0.3% | +8.2% | +8.4% |
| 1Y | +25.7% | +1.8% | +24.0% | +21.7% |
| 3Y | +216.0% | +24.1% | +191.9% | +100.7% |
| 5Y | +112.3% | +17.7% | +94.6% | +52.1% |
| 10Y | +217.8% | +56.8% | +161.0% | +33.5% |
| All | -63.9% | +148.8% | -212.7% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling