+18.3%
HYG vs ADM
+65.2%
-47.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -0.7% | +9.5% | -10.2% | -1.2% |
| 3M | -0.2% | +10.6% | -10.8% | -0.8% |
| 6M | +1.4% | +24.0% | -22.6% | +0.1% |
| YTD | +1.5% | +54.0% | -52.5% | -1.1% |
| 1Y | +2.9% | +45.3% | -42.4% | +0.5% |
| 3Y | +25.6% | +21.8% | +3.9% | +23.7% |
| All | +18.3% | +65.2% | -47.0% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling