+55.2%
HYG vs ALM
+2,589.2%
-2,534.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -0.7% | -11.8% | +11.1% | -0.6% |
| 30D | -0.7% | +7.8% | -8.5% | -0.8% |
| 3M | -0.2% | -9.3% | +9.1% | -0.2% |
| 6M | +1.4% | -30.5% | +31.9% | +1.5% |
| YTD | +1.5% | +75.8% | -74.4% | +0.7% |
| 1Y | +2.9% | +241.2% | -238.3% | +1.5% |
| 3Y | +25.6% | +1,872.6% | -1,847.0% | +21.5% |
| 5Y | +18.6% | +849.6% | -831.0% | +15.0% |
| All | +55.2% | +2,589.2% | -2,534.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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