+153.4%
HYG vs ALL
+570.0%
-416.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.3% |
| 30D | -0.1% | -4.7% | +4.6% | +0.7% |
| 3M | +1.0% | +18.4% | -17.4% | -2.0% |
| 6M | +2.3% | +20.5% | -18.2% | -1.1% |
| YTD | +2.1% | +23.5% | -21.4% | -1.8% |
| 1Y | +3.8% | +29.0% | -25.2% | -1.1% |
| 3Y | +26.7% | +153.7% | -127.0% | +6.4% |
| 5Y | +19.3% | +114.8% | -95.5% | +1.7% |
| 10Y | +55.3% | +356.1% | -300.9% | +13.4% |
| All | +153.4% | +570.0% | -416.6% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling