-60.2%
C vs HYG
+153.5%
-213.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.6% | -0.2% | +3.8% | +4.0% |
| 30D | +0.1% | +0.1% | 0.0% | -0.1% |
| 3M | +2.4% | +0.7% | +1.8% | +1.0% |
| 6M | +24.9% | +1.5% | +23.5% | +21.3% |
| YTD | +19.8% | +2.2% | +17.6% | +14.7% |
| 1Y | +44.9% | +3.9% | +41.0% | +33.9% |
| 3Y | +263.0% | +26.0% | +237.0% | +122.8% |
| 5Y | +129.5% | +19.2% | +110.4% | +60.0% |
| 10Y | +291.6% | +54.8% | +236.8% | +68.4% |
| All | -60.2% | +153.5% | -213.7% | -92.9% |
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