+55.2%
HYG vs AR
+41.9%
+13.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -0.7% | -2.5% | +1.8% | -0.6% |
| 30D | -0.7% | +2.5% | -3.3% | -0.8% |
| 3M | -0.2% | +12.3% | -12.5% | -0.7% |
| 6M | +1.4% | -3.1% | +4.6% | +1.4% |
| YTD | +1.5% | +11.5% | -10.1% | +0.8% |
| 1Y | +2.9% | +17.0% | -14.1% | +1.9% |
| 3Y | +25.6% | +47.3% | -21.7% | +22.4% |
| 5Y | +18.6% | +141.2% | -122.7% | +12.1% |
| All | +55.2% | +41.9% | +13.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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