+2.9%
HYG vs ABT
-19.6%
+22.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | 0.0% |
| 7D | -0.7% | -5.9% | +5.2% | -0.6% |
| 30D | -0.7% | -8.1% | +7.4% | -0.5% |
| 3M | -0.2% | +14.5% | -14.7% | -0.6% |
| 6M | +1.4% | -6.3% | +7.7% | +1.9% |
| YTD | +1.5% | -17.1% | +18.6% | +2.0% |
| 1Y | +2.9% | -21.4% | +24.3% | +3.2% |
| All | +2.9% | -19.6% | +22.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling