+40.6%
GLW vs HYG
+1.8%
+38.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -10.2% |
| 7D | -9.5% | -0.1% | -9.4% | -9.0% |
| 30D | -25.5% | +0.7% | -26.2% | -29.0% |
| 3M | -25.6% | -2.0% | -23.6% | -13.7% |
| 6M | -25.5% | -0.9% | -24.6% | -19.3% |
| YTD | +36.4% | +0.1% | +36.3% | +43.1% |
| 1Y | +40.6% | +1.6% | +39.0% | +28.2% |
| All | +40.6% | +1.8% | +38.8% | +28.2% |
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