+561.8%
CSCO vs HYG
+153.0%
+408.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | 0.0% | -0.2% | +0.1% | +0.2% |
| 30D | -10.7% | -0.1% | -10.6% | -10.6% |
| 3M | -8.7% | +0.7% | -9.4% | -9.4% |
| 6M | +44.9% | +1.5% | +43.4% | +42.4% |
| YTD | +44.1% | +1.9% | +42.2% | +41.1% |
| 1Y | +65.9% | +3.7% | +62.1% | +59.1% |
| 3Y | +109.0% | +26.5% | +82.5% | +60.5% |
| 5Y | +114.8% | +19.0% | +95.8% | +77.3% |
| 10Y | +377.3% | +56.5% | +320.8% | +199.8% |
| All | +561.8% | +153.0% | +408.8% | +162.1% |
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