+151.7%
HYG vs BLK
+998.3%
-846.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | -0.7% | -6.5% | +5.8% | +0.4% |
| 3M | -0.2% | +6.7% | -6.9% | -1.5% |
| 6M | +1.4% | +14.7% | -13.3% | -1.2% |
| YTD | +1.5% | +2.5% | -1.1% | +0.5% |
| 1Y | +2.9% | -2.8% | +5.7% | +2.7% |
| 3Y | +25.6% | +65.9% | -40.2% | +13.5% |
| 5Y | +18.6% | +33.0% | -14.4% | +9.8% |
| 10Y | +55.7% | +281.2% | -225.5% | +18.2% |
| All | +151.7% | +998.3% | -846.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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