+606.1%
COST vs HYG
+56.1%
+550.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -0.5% |
| 30D | -4.7% | -0.7% | -4.0% | -4.0% |
| 3M | -7.1% | -0.2% | -6.9% | -6.9% |
| 6M | -8.5% | +1.4% | -10.0% | -10.0% |
| YTD | +5.4% | +1.5% | +3.9% | +3.6% |
| 1Y | -5.6% | +2.9% | -8.5% | -8.6% |
| 3Y | +68.5% | +25.6% | +42.8% | +32.3% |
| 5Y | +105.2% | +18.6% | +86.7% | +70.6% |
| All | +606.1% | +56.1% | +550.0% | +385.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling