+151.7%
HYG vs BR
+1,189.2%
-1,037.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 6M | +1.4% | -6.7% | +8.1% | +2.2% |
| YTD | +1.5% | -23.4% | +24.9% | +5.8% |
| 1Y | +2.9% | -32.7% | +35.6% | +9.9% |
| 3Y | +25.6% | -5.9% | +31.6% | +25.0% |
| 5Y | +18.6% | +8.4% | +10.1% | +13.5% |
| 10Y | +55.7% | +189.2% | -133.5% | +21.1% |
| All | +151.7% | +1,189.2% | -1,037.5% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling