+55.2%
HYG vs BNY
+416.3%
-361.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -0.7% | -0.2% | -0.6% | -0.7% |
| 3M | -0.2% | +14.9% | -15.1% | -2.5% |
| 6M | +1.4% | +40.0% | -38.6% | -4.2% |
| YTD | +1.5% | +42.0% | -40.5% | -4.5% |
| 1Y | +2.9% | +56.9% | -54.0% | -4.8% |
| 3Y | +25.6% | +289.9% | -264.2% | -1.1% |
| 5Y | +18.6% | +259.2% | -240.6% | -6.8% |
| All | +55.2% | +416.3% | -361.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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