+289.4%
HPE vs HYG
+25.7%
+263.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.5% | +12.5% |
| 7D | +19.4% | -0.7% | +20.1% | +22.4% |
| 30D | +5.6% | -0.7% | +6.3% | +8.4% |
| 3M | +33.1% | -0.2% | +33.3% | +34.2% |
| 6M | +192.5% | +1.4% | +191.0% | +180.7% |
| YTD | +160.9% | +1.5% | +159.5% | +150.6% |
| 1Y | +155.0% | +2.9% | +152.1% | +134.3% |
| 3Y | +289.4% | +25.6% | +263.8% | +144.7% |
| All | +289.4% | +25.7% | +263.7% | +144.7% |
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