+18.3%
HYG vs AGG
-2.6%
+20.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -1.1% | +0.3% | 0.0% |
| 30D | -0.7% | -1.1% | +0.4% | +0.1% |
| 3M | -0.2% | -1.9% | +1.7% | +1.2% |
| 6M | +1.4% | -1.7% | +3.1% | +2.7% |
| YTD | +1.5% | -1.3% | +2.8% | +2.4% |
| 1Y | +2.9% | -0.7% | +3.6% | +3.4% |
| 3Y | +25.6% | +12.5% | +13.2% | +14.7% |
| All | +18.3% | -2.6% | +20.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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