+164.3%
EWY vs HYG
+4.1%
+160.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +5.1% |
| 7D | +4.8% | -0.2% | +5.0% | +6.4% |
| 30D | +11.7% | +0.1% | +11.6% | +11.0% |
| 3M | -7.4% | +0.7% | -8.1% | -10.7% |
| 6M | +40.6% | +1.5% | +39.1% | +29.9% |
| YTD | +94.3% | +2.2% | +92.1% | +75.5% |
| 1Y | +164.3% | +3.9% | +160.4% | +125.7% |
| All | +164.3% | +4.1% | +160.2% | +125.7% |
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 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