+151.8%
HYG vs BWA
+392.3%
-240.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.5% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -0.6% | -5.5% | +4.9% | +0.1% |
| 3M | +0.4% | -7.6% | +8.0% | +1.2% |
| 6M | +1.2% | +25.0% | -23.7% | -2.1% |
| YTD | +1.5% | +47.0% | -45.5% | -4.3% |
| 1Y | +3.2% | +54.0% | -50.8% | -3.4% |
| 3Y | +25.9% | +70.7% | -44.8% | +14.8% |
| 5Y | +18.6% | +86.7% | -68.1% | +5.5% |
| 10Y | +55.8% | +154.0% | -98.2% | +27.5% |
| All | +151.8% | +392.3% | -240.5% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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