+55.2%
HYG vs BR
+189.7%
-134.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -3.0% | +2.3% | -0.2% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | -0.2% | +17.3% | -17.5% | -3.1% |
| 6M | +1.4% | -6.7% | +8.1% | +2.3% |
| YTD | +1.5% | -23.4% | +24.9% | +5.9% |
| 1Y | +2.9% | -32.7% | +35.6% | +9.9% |
| 3Y | +25.6% | -5.9% | +31.6% | +24.8% |
| 5Y | +18.6% | +8.4% | +10.1% | +13.0% |
| All | +55.2% | +189.7% | -134.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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