+18.3%
HYG vs A
-14.3%
+32.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | -0.7% | -0.9% | +0.2% | -0.7% |
| 3M | -0.2% | +13.6% | -13.8% | -1.9% |
| 6M | +1.4% | +27.8% | -26.4% | -2.1% |
| YTD | +1.5% | +8.6% | -7.2% | 0.0% |
| 1Y | +2.9% | +16.9% | -14.0% | +0.2% |
| 3Y | +25.6% | +32.9% | -7.3% | +17.6% |
| All | +18.3% | -14.3% | +32.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling