+55.2%
HYG vs BX
+673.1%
-617.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | -0.7% | -5.6% | +4.9% | +0.1% |
| 30D | -0.7% | -12.2% | +11.5% | +1.1% |
| 3M | -0.2% | +7.4% | -7.6% | -1.5% |
| 6M | +1.4% | +22.2% | -20.7% | -2.1% |
| YTD | +1.5% | -14.0% | +15.5% | +2.9% |
| 1Y | +2.9% | -27.3% | +30.2% | +6.9% |
| 3Y | +25.6% | +24.5% | +1.1% | +17.6% |
| 5Y | +18.6% | +18.9% | -0.3% | +8.4% |
| All | +55.2% | +673.1% | -617.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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