+25.6%
HYG vs BAX
-35.4%
+61.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.1% |
| 7D | -0.7% | -7.9% | +7.2% | -0.3% |
| 30D | -0.7% | -11.7% | +10.9% | -0.1% |
| 3M | -0.2% | +16.2% | -16.4% | -1.1% |
| 6M | +1.4% | +32.0% | -30.5% | -0.2% |
| YTD | +1.5% | +24.7% | -23.3% | -0.1% |
| 1Y | +2.9% | -2.6% | +5.5% | +2.6% |
| 3Y | +25.6% | -35.0% | +60.6% | +27.6% |
| All | +25.6% | -35.4% | +61.0% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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