+122.2%
GLD vs HYG
+25.7%
+96.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | -3.4% | -0.7% | -2.6% | -2.7% |
| 30D | -1.1% | -0.6% | -0.6% | -0.6% |
| 3M | +5.8% | +0.4% | +5.4% | +5.5% |
| 6M | -17.1% | +1.2% | -18.3% | -17.7% |
| YTD | 0.0% | +1.5% | -1.5% | -0.9% |
| 1Y | +18.2% | +3.2% | +15.1% | +15.9% |
| All | +122.2% | +25.7% | +96.4% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling