+26.3%
HYG vs CB
+69.9%
-43.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -0.1% | -3.1% | +3.0% | 0.0% |
| 3M | +0.7% | +4.2% | -3.5% | +0.5% |
| 6M | +1.5% | +4.7% | -3.2% | +1.3% |
| YTD | +1.9% | +8.8% | -6.9% | +1.4% |
| 1Y | +3.7% | +22.6% | -18.9% | +2.4% |
| All | +26.3% | +69.9% | -43.7% | +21.7% |
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