+18.6%
HYG vs CB
+98.7%
-80.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.7% | -2.8% | +2.0% | -0.5% |
| 30D | -0.6% | -2.4% | +1.8% | -0.4% |
| 3M | +0.4% | +2.8% | -2.3% | 0.0% |
| 6M | +1.2% | +4.8% | -3.5% | +0.6% |
| YTD | +1.5% | +9.2% | -7.7% | +0.3% |
| 1Y | +3.2% | +22.8% | -19.6% | +0.6% |
| 3Y | +25.9% | +71.1% | -45.3% | +16.5% |
| 5Y | +18.6% | +101.0% | -82.4% | +7.0% |
| All | +18.6% | +98.7% | -80.1% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling