+61.4%
HYG vs ARES
+1,117.3%
-1,055.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -6.1% | +5.4% | 0.0% |
| 30D | -0.7% | -7.5% | +6.8% | +0.1% |
| 3M | -0.2% | +0.1% | -0.3% | -0.4% |
| 6M | +1.4% | +30.3% | -28.8% | -2.2% |
| YTD | +1.5% | -16.6% | +18.1% | +2.8% |
| 1Y | +2.9% | -26.1% | +29.0% | +5.6% |
| 3Y | +25.6% | +36.4% | -10.8% | +17.3% |
| 5Y | +18.6% | +95.0% | -76.4% | +3.9% |
| 10Y | +55.7% | +977.4% | -921.7% | +15.0% |
| All | +61.4% | +1,117.3% | -1,055.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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