+25.6%
HYG vs AG
+249.7%
-224.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -0.7% | -6.7% | +6.0% | -0.6% |
| 30D | -0.7% | +2.2% | -2.9% | -0.8% |
| 3M | -0.2% | +15.7% | -15.9% | -0.6% |
| 6M | +1.4% | -23.8% | +25.2% | +1.7% |
| YTD | +1.5% | +17.6% | -16.2% | +0.6% |
| 1Y | +2.9% | +88.6% | -85.7% | +0.7% |
| 3Y | +25.6% | +253.4% | -227.8% | +19.0% |
| All | +25.6% | +249.7% | -224.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling