+151.7%
HYG vs ALNY
+1,277.0%
-1,125.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.7% | -6.5% | +5.8% | -0.4% |
| 30D | -0.7% | +11.0% | -11.8% | -1.3% |
| 3M | -0.2% | -14.1% | +13.9% | +0.2% |
| 6M | +1.4% | -22.4% | +23.8% | +2.2% |
| YTD | +1.5% | -37.5% | +38.9% | +3.3% |
| 1Y | +2.9% | -46.9% | +49.8% | +5.6% |
| 3Y | +25.6% | +22.1% | +3.6% | +22.3% |
| 5Y | +18.6% | +31.2% | -12.6% | +13.5% |
| 10Y | +55.7% | +256.3% | -200.6% | +36.0% |
| All | +151.7% | +1,277.0% | -1,125.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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