+18.3%
HYG vs BUD
+44.8%
-26.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | -0.7% | -1.2% | +0.5% | -0.6% |
| 3M | -0.2% | -4.9% | +4.7% | +0.3% |
| 6M | +1.4% | +9.3% | -7.8% | +0.1% |
| YTD | +1.5% | +24.0% | -22.5% | -1.5% |
| 1Y | +2.9% | +34.5% | -31.6% | -1.2% |
| 3Y | +25.6% | +43.7% | -18.0% | +18.2% |
| All | +18.3% | +44.8% | -26.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling