+153.4%
HYG vs B
+108.0%
+45.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | 0.0% | +2.3% | -2.3% | -0.1% |
| 30D | -0.1% | +1.4% | -1.4% | -0.2% |
| 3M | +1.0% | +12.2% | -11.2% | +0.4% |
| 6M | +2.3% | -2.1% | +4.4% | +2.2% |
| YTD | +2.1% | +2.9% | -0.8% | +1.7% |
| 1Y | +3.8% | +55.3% | -51.5% | +1.6% |
| 3Y | +26.7% | +198.7% | -172.0% | +20.4% |
| 5Y | +19.3% | +153.8% | -134.5% | +13.6% |
| 10Y | +55.3% | +193.4% | -138.1% | +45.8% |
| All | +153.4% | +108.0% | +45.4% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling