+55.2%
HYG vs CB
+224.8%
-169.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -0.7% | -1.5% | +0.8% | -0.5% |
| 3M | -0.2% | +3.5% | -3.7% | -0.9% |
| 6M | +1.4% | +5.4% | -4.0% | +0.4% |
| YTD | +1.5% | +9.0% | -7.6% | -0.2% |
| 1Y | +2.9% | +20.3% | -17.4% | -0.5% |
| 3Y | +25.6% | +69.5% | -43.9% | +13.7% |
| 5Y | +18.6% | +100.7% | -82.2% | +3.1% |
| All | +55.2% | +224.8% | -169.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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