+55.2%
HYG vs BP
+137.7%
-82.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.7% | +5.2% | -5.9% | -1.3% |
| 30D | -0.7% | +8.7% | -9.4% | -1.6% |
| 3M | -0.2% | +9.3% | -9.5% | -1.3% |
| 6M | +1.4% | +13.6% | -12.1% | -0.3% |
| YTD | +1.5% | +37.7% | -36.2% | -2.6% |
| 1Y | +2.9% | +40.6% | -37.7% | -1.6% |
| 3Y | +25.6% | +40.3% | -14.7% | +19.3% |
| 5Y | +18.6% | +141.4% | -122.9% | +3.6% |
| All | +55.2% | +137.7% | -82.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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