+26.3%
HYG vs B
+198.4%
-172.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -0.2% | +1.0% | -1.2% | -0.2% |
| 30D | -0.1% | +9.5% | -9.6% | -0.5% |
| 3M | +0.7% | +14.3% | -13.6% | +0.1% |
| 6M | +1.5% | -1.9% | +3.4% | +1.3% |
| YTD | +1.9% | +4.1% | -2.1% | +1.4% |
| 1Y | +3.7% | +56.1% | -52.4% | +1.1% |
| All | +26.3% | +198.4% | -172.2% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling