+851.8%
GLW vs HYG
+56.1%
+795.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +7.8% | -0.7% | +8.5% | +9.5% |
| 30D | -0.4% | -0.7% | +0.3% | +1.1% |
| 3M | -5.6% | -0.2% | -5.4% | -4.9% |
| 6M | +26.7% | +1.4% | +25.3% | +24.3% |
| YTD | +91.0% | +1.5% | +89.6% | +87.8% |
| 1Y | +122.4% | +2.9% | +119.5% | +113.0% |
| 3Y | +471.0% | +25.6% | +445.4% | +271.1% |
| 5Y | +385.6% | +18.6% | +367.1% | +262.4% |
| All | +851.8% | +56.1% | +795.8% | +364.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling