+151.8%
HYG vs BHP
+400.1%
-248.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | +0.3% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | -0.6% | -0.8% | +0.3% | -0.5% |
| 3M | +0.4% | +7.6% | -7.2% | -0.9% |
| 6M | +1.2% | +20.8% | -19.6% | -2.1% |
| YTD | +1.5% | +50.8% | -49.3% | -5.3% |
| 1Y | +3.2% | +70.9% | -67.7% | -5.7% |
| 3Y | +25.9% | +78.0% | -52.1% | +13.2% |
| 5Y | +18.6% | +113.1% | -94.5% | +1.9% |
| 10Y | +55.8% | +483.0% | -427.2% | +9.9% |
| All | +151.8% | +400.1% | -248.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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