+23.4%
HYG vs ACHR
-45.0%
+68.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.6% |
| 30D | -0.7% | -11.3% | +10.6% | -0.4% |
| 3M | -0.2% | +5.3% | -5.5% | -0.6% |
| 6M | +1.4% | -13.2% | +14.6% | +1.5% |
| YTD | +1.5% | -25.8% | +27.3% | +1.9% |
| 1Y | +2.9% | -34.3% | +37.2% | +3.4% |
| 3Y | +25.6% | -19.9% | +45.6% | +22.4% |
| 5Y | +18.6% | -42.7% | +61.2% | +10.9% |
| All | +23.4% | -45.0% | +68.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling