+153.0%
HYG vs BP
+93.5%
+59.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -0.2% | +4.0% | -4.1% | -0.7% |
| 30D | -0.1% | +7.8% | -7.9% | -1.2% |
| 3M | +0.7% | +8.4% | -7.7% | -0.7% |
| 6M | +1.5% | +15.1% | -13.5% | -1.0% |
| YTD | +1.9% | +36.4% | -34.5% | -3.3% |
| 1Y | +3.7% | +40.9% | -37.2% | -2.3% |
| 3Y | +26.5% | +38.8% | -12.4% | +18.3% |
| 5Y | +19.0% | +141.1% | -122.1% | +0.1% |
| 10Y | +56.5% | +133.9% | -77.4% | +26.3% |
| All | +153.0% | +93.5% | +59.5% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling