+55.2%
HYG vs BG
+166.7%
-111.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -0.7% | +3.1% | -3.8% | -1.0% |
| 30D | -0.7% | +10.2% | -11.0% | -1.6% |
| 3M | -0.2% | -1.7% | +1.5% | -0.2% |
| 6M | +1.4% | +1.0% | +0.5% | +1.1% |
| YTD | +1.5% | +39.9% | -38.5% | -2.1% |
| 1Y | +2.9% | +53.2% | -50.3% | -1.8% |
| 3Y | +25.6% | +16.3% | +9.4% | +22.6% |
| 5Y | +18.6% | +83.9% | -65.3% | +8.5% |
| All | +55.2% | +166.7% | -111.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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