+18.6%
HYG vs AR
+141.3%
-122.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | -0.6% | +3.5% | -4.1% | -0.7% |
| 3M | +0.4% | +9.9% | -9.5% | 0.0% |
| 6M | +1.2% | +4.5% | -3.3% | +0.9% |
| YTD | +1.5% | +13.7% | -12.2% | +0.7% |
| 1Y | +3.2% | +19.2% | -16.1% | +2.0% |
| 3Y | +25.9% | +46.2% | -20.3% | +22.2% |
| 5Y | +18.6% | +145.9% | -127.3% | +13.9% |
| All | +18.6% | +141.3% | -122.8% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling