+151.8%
HYG vs BAX
+17.2%
+134.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.7% | -5.4% | +4.7% | 0.0% |
| 30D | -0.6% | -12.4% | +11.8% | +1.2% |
| 3M | +0.4% | +19.1% | -18.7% | -2.4% |
| 6M | +1.2% | +38.6% | -37.4% | -3.9% |
| YTD | +1.5% | +26.7% | -25.2% | -3.0% |
| 1Y | +3.2% | +1.0% | +2.1% | +1.7% |
| 3Y | +25.9% | -33.9% | +59.8% | +30.1% |
| 5Y | +18.6% | -67.0% | +85.6% | +37.4% |
| 10Y | +55.8% | -37.5% | +93.2% | +54.7% |
| All | +151.8% | +17.2% | +134.6% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling