+52.4%
GEV vs HYG
+1.8%
+50.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -12.3% |
| 7D | -5.1% | -0.1% | -5.1% | -4.7% |
| 30D | -15.8% | +0.7% | -16.5% | -18.5% |
| 3M | -18.2% | -2.0% | -16.2% | -9.1% |
| 6M | -22.4% | -0.9% | -21.5% | -18.4% |
| YTD | +27.7% | +0.1% | +27.7% | +25.0% |
| 1Y | +52.4% | +1.6% | +50.8% | +31.2% |
| All | +52.4% | +1.8% | +50.5% | +31.2% |
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