+152.2%
HYG vs BX
+869.4%
-717.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | -0.7% | -5.6% | +4.9% | 0.0% |
| 30D | -0.7% | -12.2% | +11.5% | +0.9% |
| 3M | -0.2% | +7.4% | -7.6% | -1.3% |
| 6M | +1.4% | +22.2% | -20.7% | -1.7% |
| YTD | +1.5% | -14.0% | +15.5% | +2.7% |
| 1Y | +2.9% | -27.3% | +30.2% | +6.3% |
| 3Y | +25.6% | +24.5% | +1.1% | +19.1% |
| 5Y | +18.6% | +18.9% | -0.3% | +10.4% |
| 10Y | +55.7% | +665.4% | -609.7% | +11.7% |
| All | +152.2% | +869.4% | -717.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling