+153.4%
HYG vs CAPR
-99.1%
+252.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.6% | 0.0% |
| 7D | 0.0% | -9.5% | +9.5% | +0.1% |
| 30D | -0.1% | +121.5% | -121.6% | -0.5% |
| 3M | +1.0% | -65.4% | +66.3% | +1.1% |
| 6M | +2.3% | -67.5% | +69.8% | +2.5% |
| YTD | +2.1% | -68.6% | +70.7% | +2.3% |
| 1Y | +3.8% | +42.7% | -38.9% | +2.1% |
| 3Y | +26.7% | +43.4% | -16.7% | +23.7% |
| 5Y | +19.3% | +86.0% | -66.8% | +15.9% |
| 10Y | +55.3% | -77.4% | +132.7% | +48.5% |
| All | +153.4% | -99.1% | +252.5% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling