+2,345.8%
COST vs HYG
+151.7%
+2,194.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | -4.7% | -0.7% | -4.0% | -4.2% |
| 3M | -7.1% | -0.2% | -6.9% | -7.0% |
| 6M | -8.5% | +1.4% | -10.0% | -9.6% |
| YTD | +5.4% | +1.5% | +3.9% | +4.1% |
| 1Y | -5.6% | +2.9% | -8.5% | -7.8% |
| 3Y | +68.5% | +25.6% | +42.8% | +41.8% |
| 5Y | +105.2% | +18.6% | +86.7% | +80.7% |
| 10Y | +610.7% | +55.7% | +555.0% | +423.5% |
| All | +2,345.8% | +151.7% | +2,194.1% | +1,198.4% |
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