+148.8%
HYG vs ACGL
+1,398.5%
-1,249.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.4% | +2.2% | -2.5% | -0.8% |
| 30D | +0.7% | +12.3% | -11.6% | -1.5% |
| 3M | -2.1% | +11.8% | -13.9% | -4.2% |
| 6M | -0.8% | +17.5% | -18.3% | -4.0% |
| YTD | +0.3% | +14.3% | -14.0% | -2.6% |
| 1Y | +1.8% | +18.2% | -16.4% | -1.8% |
| 3Y | +24.1% | +33.2% | -9.0% | +15.4% |
| 5Y | +17.7% | +174.3% | -156.6% | -7.6% |
| 10Y | +56.8% | +326.3% | -269.5% | +6.1% |
| All | +148.8% | +1,398.5% | -1,249.7% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling