+18.3%
HYG vs ALL
+115.3%
-97.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.6% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -0.2% | +16.0% | -16.2% | -1.4% |
| 6M | +1.4% | +24.6% | -23.1% | -0.4% |
| YTD | +1.5% | +23.7% | -22.2% | -0.4% |
| 1Y | +2.9% | +27.7% | -24.8% | +0.7% |
| 3Y | +25.6% | +150.2% | -124.6% | +14.5% |
| All | +18.3% | +115.3% | -97.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling