+55.2%
HYG vs BEN
+56.6%
-1.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | -0.7% | +0.2% | -0.9% | -0.8% |
| 3M | -0.2% | +6.8% | -7.0% | -1.2% |
| 6M | +1.4% | +38.1% | -36.7% | -3.1% |
| YTD | +1.5% | +44.3% | -42.9% | -3.8% |
| 1Y | +2.9% | +42.6% | -39.7% | -2.4% |
| 3Y | +25.6% | +52.3% | -26.7% | +16.7% |
| 5Y | +18.6% | +37.6% | -19.1% | +10.0% |
| All | +55.2% | +56.6% | -1.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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