+151.7%
HYG vs AGG
+74.1%
+77.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -1.1% | +0.3% | -0.2% |
| 30D | -0.7% | -1.1% | +0.4% | -0.2% |
| 3M | -0.2% | -1.9% | +1.7% | +0.7% |
| 6M | +1.4% | -1.7% | +3.1% | +2.3% |
| YTD | +1.5% | -1.3% | +2.8% | +2.1% |
| 1Y | +2.9% | -0.7% | +3.6% | +3.3% |
| 3Y | +25.6% | +12.5% | +13.2% | +18.7% |
| 5Y | +18.6% | -2.5% | +21.0% | +18.2% |
| 10Y | +55.7% | +14.2% | +41.5% | +46.8% |
| All | +151.7% | +74.1% | +77.7% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling