+2,826.8%
GOOG vs HYG
+151.7%
+2,675.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.9% |
| 30D | -2.0% | -0.7% | -1.2% | -1.1% |
| 3M | -5.9% | -0.2% | -5.7% | -5.5% |
| 6M | +8.9% | +1.4% | +7.5% | +7.4% |
| YTD | +7.1% | +1.5% | +5.7% | +5.6% |
| 1Y | +39.7% | +2.9% | +36.8% | +35.6% |
| 3Y | +145.8% | +25.6% | +120.2% | +89.8% |
| 5Y | +138.6% | +18.6% | +120.0% | +100.2% |
| 10Y | +791.5% | +55.7% | +735.8% | +483.4% |
| All | +2,826.8% | +151.7% | +2,675.1% | +1,166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling