+69.1%
CSCO vs HYG
+3.1%
+66.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.7% | -0.7% | +3.4% | +3.7% |
| 30D | -9.5% | -0.7% | -8.8% | -8.6% |
| 3M | -7.6% | -0.2% | -7.4% | -7.4% |
| 6M | +44.9% | +1.4% | +43.5% | +42.5% |
| YTD | +47.7% | +1.5% | +46.2% | +46.4% |
| 1Y | +69.1% | +2.9% | +66.2% | +66.5% |
| All | +69.1% | +3.1% | +66.0% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling