+18.3%
HYG vs CAPR
+69.4%
-51.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -0.7% | -11.0% | +10.3% | -0.7% |
| 30D | -0.7% | +99.8% | -100.5% | -1.0% |
| 3M | -0.2% | -66.6% | +66.4% | -0.1% |
| 6M | +1.4% | -75.1% | +76.5% | +1.6% |
| YTD | +1.5% | -71.0% | +72.5% | +1.6% |
| 1Y | +2.9% | +30.0% | -27.1% | +1.9% |
| 3Y | +25.6% | +29.0% | -3.3% | +21.5% |
| All | +18.3% | +69.4% | -51.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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