+55.2%
HYG vs ABT
+201.3%
-146.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.2% |
| 7D | -0.7% | -5.9% | +5.2% | +0.2% |
| 30D | -0.7% | -8.1% | +7.4% | +0.5% |
| 3M | -0.2% | +14.5% | -14.7% | -2.5% |
| 6M | +1.4% | -6.3% | +7.7% | +2.2% |
| YTD | +1.5% | -17.1% | +18.6% | +4.2% |
| 1Y | +2.9% | -21.4% | +24.3% | +6.5% |
| 3Y | +25.6% | +5.9% | +19.7% | +22.2% |
| 5Y | +18.6% | -12.8% | +31.3% | +18.5% |
| All | +55.2% | +201.3% | -146.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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