+25.6%
HYG vs BB
+64.9%
-39.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -0.7% | -12.5% | +11.8% | -0.4% |
| 3M | -0.2% | -17.4% | +17.2% | +0.1% |
| 6M | +1.4% | +119.1% | -117.7% | -1.7% |
| YTD | +1.5% | +102.4% | -100.9% | -1.4% |
| 1Y | +2.9% | +98.2% | -95.3% | -0.1% |
| 3Y | +25.6% | +46.9% | -21.3% | +19.5% |
| All | +25.6% | +64.9% | -39.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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