+62.4%
EWY vs HYG
+1.8%
+60.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -7.2% |
| 7D | -8.3% | -0.1% | -8.2% | -7.7% |
| 30D | -20.5% | +0.7% | -21.2% | -25.1% |
| 3M | -11.1% | -2.0% | -9.1% | +6.7% |
| 6M | -7.0% | -0.9% | -6.1% | +3.9% |
| YTD | +56.5% | +0.1% | +56.4% | +68.5% |
| 1Y | +62.4% | +1.6% | +60.8% | +63.6% |
| All | +62.4% | +1.8% | +60.6% | +63.6% |
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