+55.2%
HYG vs B
+210.7%
-155.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | -0.7% | +6.3% | -7.1% | -1.1% |
| 3M | -0.2% | +12.1% | -12.3% | -0.9% |
| 6M | +1.4% | -3.1% | +4.5% | +1.3% |
| YTD | +1.5% | +2.0% | -0.5% | +0.9% |
| 1Y | +2.9% | +51.7% | -48.8% | -0.2% |
| 3Y | +25.6% | +190.5% | -164.9% | +16.5% |
| 5Y | +18.6% | +158.0% | -139.4% | +9.9% |
| All | +55.2% | +210.7% | -155.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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