+55.2%
HYG vs BDX
+59.3%
-4.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -0.7% | -2.5% | +1.8% | -0.4% |
| 3M | -0.2% | +21.4% | -21.6% | -2.7% |
| 6M | +1.4% | +10.4% | -9.0% | 0.0% |
| YTD | +1.5% | +18.8% | -17.4% | -1.1% |
| 1Y | +2.9% | +21.7% | -18.8% | -0.1% |
| 3Y | +25.6% | -10.0% | +35.6% | +26.4% |
| 5Y | +18.6% | -1.8% | +20.4% | +16.9% |
| All | +55.2% | +59.3% | -4.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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