+113.5%
CSCO vs HYG
+25.7%
+87.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.7% | -0.7% | +3.4% | +3.9% |
| 30D | -9.5% | -0.7% | -8.8% | -8.4% |
| 3M | -7.6% | -0.2% | -7.4% | -7.3% |
| 6M | +44.9% | +1.4% | +43.5% | +41.6% |
| YTD | +47.7% | +1.5% | +46.2% | +44.3% |
| 1Y | +69.1% | +2.9% | +66.2% | +61.2% |
| 3Y | +113.5% | +25.6% | +87.9% | +62.7% |
| All | +113.5% | +25.7% | +87.8% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling