+383.8%
EWY vs HYG
+151.7%
+232.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -0.7% | +0.6% | +1.1% |
| 30D | +7.3% | -0.7% | +8.0% | +8.7% |
| 3M | -5.1% | -0.2% | -4.9% | -4.6% |
| 6M | +42.1% | +1.4% | +40.6% | +40.6% |
| YTD | +94.1% | +1.5% | +92.7% | +92.4% |
| 1Y | +147.8% | +2.9% | +144.9% | +140.5% |
| 3Y | +222.9% | +25.6% | +197.3% | +130.6% |
| 5Y | +150.6% | +18.6% | +132.1% | +97.8% |
| 10Y | +304.4% | +55.7% | +248.7% | +116.2% |
| All | +383.8% | +151.7% | +232.1% | +26.6% |
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 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