+55.2%
HYG vs ALL
+365.1%
-309.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.4% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -0.2% | +16.0% | -16.2% | -2.5% |
| 6M | +1.4% | +24.6% | -23.1% | -2.0% |
| YTD | +1.5% | +23.7% | -22.2% | -2.0% |
| 1Y | +2.9% | +27.7% | -24.8% | -1.2% |
| 3Y | +25.6% | +150.2% | -124.6% | +6.6% |
| 5Y | +18.6% | +117.1% | -98.5% | +1.8% |
| All | +55.2% | +365.1% | -309.9% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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