+18.3%
HYG vs AG
+68.6%
-50.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | -0.7% | -5.8% | +5.1% | -0.5% |
| 30D | -0.6% | +6.4% | -6.9% | -0.9% |
| 3M | +0.4% | +28.4% | -27.9% | -0.7% |
| 6M | +1.2% | -24.5% | +25.7% | +1.9% |
| YTD | +1.5% | +21.2% | -19.7% | -0.1% |
| 1Y | +3.2% | +114.1% | -110.9% | -1.3% |
| 3Y | +25.9% | +268.0% | -242.2% | +14.9% |
| All | +18.3% | +68.6% | -50.3% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling