+55.2%
HYG vs ALB
+78.3%
-23.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -0.7% | -6.6% | +5.9% | -0.2% |
| 30D | -0.7% | -8.1% | +7.4% | -0.2% |
| 3M | -0.2% | -25.7% | +25.5% | +1.7% |
| 6M | +1.4% | -29.5% | +30.9% | +3.4% |
| YTD | +1.5% | -16.2% | +17.7% | +1.8% |
| 1Y | +2.9% | +59.2% | -56.4% | -2.2% |
| 3Y | +25.6% | -33.7% | +59.4% | +25.5% |
| 5Y | +18.6% | -48.1% | +66.7% | +18.7% |
| All | +55.2% | +78.3% | -23.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling