+55.2%
HYG vs BBY
+252.7%
-197.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.3% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -0.7% | +9.4% | -10.1% | -1.7% |
| 3M | -0.2% | +19.3% | -19.5% | -2.1% |
| 6M | +1.4% | +47.9% | -46.5% | -2.8% |
| YTD | +1.5% | +39.6% | -38.1% | -2.4% |
| 1Y | +2.9% | +22.2% | -19.3% | +0.2% |
| 3Y | +25.6% | +45.0% | -19.3% | +18.2% |
| 5Y | +18.6% | +2.6% | +16.0% | +13.9% |
| All | +55.2% | +252.7% | -197.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling