+148.9%
HYG vs ACGL
+1,393.5%
-1,244.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | +0.4% | +12.8% | -12.4% | -1.9% |
| 3M | -1.8% | +12.3% | -14.1% | -4.0% |
| 6M | -0.7% | +15.8% | -16.5% | -3.7% |
| YTD | +0.3% | +13.9% | -13.6% | -2.5% |
| 1Y | +1.4% | +19.0% | -17.6% | -2.3% |
| 3Y | +24.1% | +33.7% | -9.6% | +15.2% |
| 5Y | +17.8% | +173.4% | -155.6% | -7.5% |
| 10Y | +56.8% | +324.9% | -268.0% | +6.2% |
| All | +148.9% | +1,393.5% | -1,244.5% | +14.9% |
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