+149.2%
HYG vs BIL
+30.4%
+118.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | +0.2% |
| 30D | +0.1% | +0.3% | -0.2% | +1.4% |
| 3M | +0.7% | +0.9% | -0.3% | +4.5% |
| 6M | +1.5% | +1.8% | -0.4% | +9.2% |
| YTD | +2.2% | +2.4% | -0.3% | +12.6% |
| 1Y | +3.9% | +3.7% | +0.2% | +20.4% |
| 3Y | +26.0% | +14.2% | +11.8% | +117.4% |
| 5Y | +19.2% | +19.4% | -0.3% | +150.0% |
| 10Y | +54.8% | +25.2% | +29.6% | +302.6% |
| All | +149.2% | +30.4% | +118.8% | +516.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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