+153.0%
HYG vs BB
-84.4%
+237.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.2% | +1.8% | -2.0% | -0.3% |
| 30D | -0.1% | -12.2% | +12.1% | +0.6% |
| 3M | +0.7% | -12.3% | +13.0% | +1.0% |
| 6M | +1.5% | +122.7% | -121.2% | -3.6% |
| YTD | +1.9% | +104.5% | -102.5% | -2.8% |
| 1Y | +3.7% | +106.7% | -102.9% | -1.4% |
| 3Y | +26.5% | +70.0% | -43.5% | +19.3% |
| 5Y | +19.0% | -27.8% | +46.7% | +15.8% |
| 10Y | +56.5% | +2.4% | +54.1% | +39.1% |
| All | +153.0% | -84.4% | +237.3% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling