+8.3%
HYG vs ADVB
-88.9%
+97.2%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.5% |
| 7D | -0.7% | -5.9% | +5.1% | -0.7% |
| 30D | -0.6% | +13.9% | -14.5% | -0.6% |
| 3M | +0.4% | +127.3% | -126.9% | 0.0% |
| 6M | +1.2% | +77.0% | -75.8% | +0.7% |
| YTD | +1.5% | +51.5% | -50.1% | +1.0% |
| 1Y | +3.2% | -11.3% | +14.5% | +3.0% |
| All | +8.3% | -88.9% | +97.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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