+19.1%
HYG vs B
+158.8%
-139.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +0.7% | +14.3% | -13.6% | -0.3% |
| 6M | +1.5% | -1.9% | +3.4% | +1.3% |
| YTD | +1.9% | +4.1% | -2.1% | +1.1% |
| 1Y | +3.7% | +56.1% | -52.4% | -0.2% |
| 3Y | +26.5% | +202.0% | -175.5% | +14.5% |
| All | +19.1% | +158.8% | -139.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling