+18.7%
HYG vs AS
+107.2%
-88.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -0.2% | -2.8% | +2.6% | 0.0% |
| 30D | -0.1% | -23.2% | +23.1% | +1.1% |
| 3M | +0.7% | -20.1% | +20.8% | +1.6% |
| 6M | +1.5% | -18.5% | +20.0% | +2.3% |
| YTD | +1.9% | -25.6% | +27.6% | +3.0% |
| 1Y | +3.7% | -24.4% | +28.1% | +4.7% |
| All | +18.7% | +107.2% | -88.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling