+2.9%
HYG vs ADM
+45.4%
-42.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +2.5% | -3.2% | -0.7% |
| 30D | -0.7% | +9.5% | -10.2% | -0.7% |
| 3M | -0.2% | +10.6% | -10.8% | -0.1% |
| 6M | +1.4% | +24.0% | -22.6% | +1.4% |
| YTD | +1.5% | +54.0% | -52.5% | +1.2% |
| 1Y | +2.9% | +45.3% | -42.4% | +2.8% |
| All | +2.9% | +45.4% | -42.5% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling