+153.0%
HYG vs AG
+389.6%
-236.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.3% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.1% | +12.5% | -12.5% | -0.6% |
| 3M | +0.7% | +28.2% | -27.5% | -0.5% |
| 6M | +1.5% | -18.8% | +20.4% | +1.9% |
| YTD | +1.9% | +27.4% | -25.4% | +0.2% |
| 1Y | +3.7% | +132.2% | -128.5% | -0.8% |
| 3Y | +26.5% | +286.9% | -260.4% | +16.8% |
| 5Y | +19.0% | +72.8% | -53.8% | +12.2% |
| 10Y | +56.5% | +74.6% | -18.1% | +42.3% |
| All | +153.0% | +389.6% | -236.6% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling