+153.4%
HYG vs ALB
+297.5%
-144.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | 0.0% | -4.4% | +4.4% | +0.5% |
| 30D | -0.1% | -1.2% | +1.1% | 0.0% |
| 3M | +1.0% | -13.3% | +14.3% | +2.2% |
| 6M | +2.3% | -19.8% | +22.1% | +3.9% |
| YTD | +2.1% | -7.9% | +10.1% | +1.6% |
| 1Y | +3.8% | +60.2% | -56.4% | -3.7% |
| 3Y | +26.7% | -26.4% | +53.1% | +24.4% |
| 5Y | +19.3% | -42.5% | +61.8% | +17.3% |
| 10Y | +55.3% | +83.0% | -27.7% | +19.7% |
| All | +153.4% | +297.5% | -144.1% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling