+459.7%
GLW vs HYG
+25.7%
+434.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -1.7% |
| 7D | +11.7% | -0.7% | +12.5% | +14.4% |
| 30D | +2.7% | -0.6% | +3.2% | +4.5% |
| 3M | -2.8% | +0.4% | -3.2% | -3.7% |
| 6M | +20.2% | +1.2% | +18.9% | +17.4% |
| YTD | +87.3% | +1.5% | +85.8% | +82.5% |
| 1Y | +119.6% | +3.2% | +116.4% | +105.9% |
| All | +459.7% | +25.7% | +434.0% | +276.1% |
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