+24.1%
HYG vs CB
+74.1%
-50.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | +0.7% | +7.3% | -6.6% | +0.5% |
| 3M | -2.1% | +9.4% | -11.5% | -2.4% |
| 6M | -0.8% | +19.6% | -20.4% | -1.5% |
| YTD | +0.3% | +21.5% | -21.2% | -0.5% |
| 1Y | +1.8% | +28.0% | -26.2% | +0.6% |
| 3Y | +24.1% | +74.9% | -50.7% | +23.9% |
| All | +24.1% | +74.1% | -50.0% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling