+136.0%
GOOG vs HYG
+18.4%
+117.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | 0.0% | -0.7% | +0.7% | +1.6% |
| 30D | -2.0% | -0.7% | -1.2% | -0.4% |
| 3M | -5.9% | -0.2% | -5.7% | -5.3% |
| 6M | +8.9% | +1.4% | +7.5% | +6.2% |
| YTD | +7.1% | +1.5% | +5.7% | +4.4% |
| 1Y | +39.7% | +2.9% | +36.8% | +32.5% |
| 3Y | +145.8% | +25.6% | +120.2% | +56.9% |
| All | +136.0% | +18.4% | +117.6% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling