+945.5%
HOOD vs HYG
+25.7%
+919.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | +1.2% |
| 7D | -9.1% | -0.7% | -8.4% | -4.8% |
| 30D | +20.1% | -0.6% | +20.7% | +25.1% |
| 3M | +31.2% | +0.4% | +30.8% | +29.0% |
| 6M | +44.3% | +1.2% | +43.1% | +37.6% |
| YTD | +0.2% | +1.5% | -1.3% | -4.9% |
| 1Y | -3.5% | +3.2% | -6.7% | -16.1% |
| All | +945.5% | +25.7% | +919.8% | +337.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling