-0.8%
GOOG vs HYG
+1.2%
-2.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -0.8% |
| 7D | -0.2% | -0.4% | +0.2% | +1.3% |
| 30D | -18.2% | 0.0% | -18.3% | -18.3% |
| 3M | -21.7% | -2.3% | -19.4% | -13.8% |
| 6M | -26.6% | -1.3% | -25.2% | -22.0% |
| YTD | -10.0% | -0.3% | -9.8% | -8.8% |
| 1Y | -0.8% | +1.2% | -2.0% | -9.2% |
| All | -0.8% | +1.2% | -2.0% | -9.2% |
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