+151.7%
HYG vs BBY
+245.5%
-93.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 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% | +18.4% |
| 5Y | +18.6% | +2.6% | +16.0% | +14.2% |
| 10Y | +55.7% | +250.5% | -194.8% | +28.6% |
| All | +151.7% | +245.5% | -93.8% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling