+17.8%
HYG vs ACGL
+176.7%
-158.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | +0.4% | +12.8% | -12.4% | -0.5% |
| 3M | -1.8% | +12.3% | -14.1% | -2.7% |
| 6M | -0.7% | +15.8% | -16.5% | -1.9% |
| YTD | +0.3% | +13.9% | -13.6% | -0.8% |
| 1Y | +1.4% | +19.0% | -17.6% | -0.2% |
| 3Y | +24.1% | +33.7% | -9.6% | +20.1% |
| 5Y | +17.8% | +173.4% | -155.6% | +1.3% |
| All | +17.8% | +176.7% | -158.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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