+123.2%
GLW vs HYG
+4.1%
+119.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +6.1% |
| 7D | +3.8% | -0.2% | +3.9% | +5.1% |
| 30D | -1.3% | +0.1% | -1.4% | -2.1% |
| 3M | -21.8% | +0.7% | -22.5% | -24.6% |
| 6M | +6.9% | +1.5% | +5.4% | -0.1% |
| YTD | +77.2% | +2.2% | +75.0% | +60.4% |
| 1Y | +123.2% | +3.9% | +119.3% | +86.7% |
| All | +123.2% | +4.1% | +119.1% | +86.7% |
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