+68.7%
HYG vs AR
-28.5%
+97.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.4% | +7.4% | -7.7% | -0.7% |
| 30D | +0.7% | +5.8% | -5.1% | +0.4% |
| 3M | -2.1% | +5.2% | -7.3% | -2.4% |
| 6M | -0.8% | +5.4% | -6.3% | -1.2% |
| YTD | +0.3% | +12.4% | -12.1% | -0.5% |
| 1Y | +1.8% | +12.8% | -11.1% | +0.9% |
| 3Y | +24.1% | +47.2% | -23.1% | +20.9% |
| 5Y | +17.7% | +101.1% | -83.4% | +12.1% |
| 10Y | +56.8% | +57.6% | -0.8% | +41.6% |
| All | +68.7% | -28.5% | +97.1% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling