+151.8%
HYG vs ABT
+489.0%
-337.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.7% | -5.0% | +4.2% | +0.1% |
| 30D | -0.6% | -5.8% | +5.2% | +0.4% |
| 3M | +0.4% | +16.7% | -16.3% | -2.6% |
| 6M | +1.2% | -5.2% | +6.5% | +1.8% |
| YTD | +1.5% | -16.0% | +17.4% | +4.2% |
| 1Y | +3.2% | -18.3% | +21.4% | +6.4% |
| 3Y | +25.9% | +9.2% | +16.7% | +21.7% |
| 5Y | +18.6% | -11.6% | +30.1% | +18.4% |
| 10Y | +55.8% | +204.2% | -148.5% | +18.4% |
| All | +151.8% | +489.0% | -337.2% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling