+19.0%
HYG vs ACGL
+152.7%
-133.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.2% | -2.1% | +2.0% | 0.0% |
| 30D | -0.1% | -2.2% | +2.1% | +0.1% |
| 3M | +0.7% | +6.3% | -5.6% | +0.1% |
| 6M | +1.5% | +0.5% | +1.0% | +1.4% |
| YTD | +1.9% | +0.2% | +1.7% | +1.8% |
| 1Y | +3.7% | +7.3% | -3.5% | +2.9% |
| 3Y | +26.5% | +30.8% | -4.4% | +21.8% |
| 5Y | +19.0% | +155.8% | -136.8% | +3.7% |
| All | +19.0% | +152.7% | -133.8% | +3.7% |
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