+55.2%
HYG vs ADM
+177.9%
-122.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | -0.7% | +9.5% | -10.2% | -1.8% |
| 3M | -0.2% | +10.6% | -10.8% | -1.5% |
| 6M | +1.4% | +24.0% | -22.6% | -1.4% |
| YTD | +1.5% | +54.0% | -52.5% | -4.0% |
| 1Y | +2.9% | +45.3% | -42.4% | -2.1% |
| 3Y | +25.6% | +21.8% | +3.9% | +21.4% |
| 5Y | +18.6% | +66.8% | -48.2% | +6.6% |
| All | +55.2% | +177.9% | -122.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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