+223.3%
HOOD vs HYG
+19.3%
+204.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -7.8% | -0.7% | -7.1% | -5.2% |
| 30D | +18.6% | -0.7% | +19.3% | +22.5% |
| 3M | +22.1% | -0.2% | +22.3% | +23.6% |
| 6M | +43.1% | +1.4% | +41.6% | +38.2% |
| YTD | -0.5% | +1.5% | -1.9% | -3.3% |
| 1Y | -4.4% | +2.9% | -7.3% | -11.3% |
| 3Y | +938.5% | +25.6% | +912.8% | +433.2% |
| 5Y | +173.4% | +18.6% | +154.9% | +90.9% |
| All | +223.3% | +19.3% | +204.0% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling