+73.8%
HYG vs ALM
+8,394.4%
-8,320.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -0.1% |
| 7D | 0.0% | +8.4% | -8.4% | 0.0% |
| 30D | -0.1% | +34.8% | -34.9% | -0.1% |
| 3M | +1.0% | +16.2% | -15.3% | +0.9% |
| 6M | +2.3% | +2.1% | +0.2% | +2.3% |
| YTD | +2.1% | +117.0% | -114.9% | +2.0% |
| 1Y | +3.8% | +313.9% | -310.1% | +3.6% |
| 3Y | +26.7% | +2,327.9% | -2,301.2% | +26.1% |
| 5Y | +19.3% | +1,040.6% | -1,021.4% | +18.7% |
| 10Y | +55.3% | +3,219.4% | -3,164.2% | +54.2% |
| All | +73.8% | +8,394.4% | -8,320.5% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling