+46.1%
GOOGL vs HYG
+4.1%
+42.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -0.9% |
| 7D | -2.3% | -0.2% | -2.2% | -1.6% |
| 30D | -6.6% | +0.1% | -6.7% | -7.0% |
| 3M | -9.0% | +0.7% | -9.7% | -11.2% |
| 6M | +11.8% | +1.5% | +10.3% | +6.4% |
| YTD | +8.3% | +2.2% | +6.1% | -0.1% |
| 1Y | +46.1% | +3.9% | +42.2% | +25.3% |
| All | +46.1% | +4.1% | +42.0% | +25.3% |
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