+153.0%
HYG vs BEN
+58.9%
+94.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | -0.2% | +3.4% | -3.5% | -0.7% |
| 30D | -0.1% | +1.8% | -1.9% | -0.4% |
| 3M | +0.7% | +8.4% | -7.7% | -0.7% |
| 6M | +1.5% | +35.6% | -34.1% | -3.6% |
| YTD | +1.9% | +46.4% | -44.4% | -4.5% |
| 1Y | +3.7% | +46.3% | -42.6% | -3.0% |
| 3Y | +26.5% | +54.6% | -28.1% | +15.5% |
| 5Y | +19.0% | +39.4% | -20.4% | +8.8% |
| 10Y | +56.5% | +57.6% | -1.1% | +33.8% |
| All | +153.0% | +58.9% | +94.0% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling