+153.5%
HYG vs CB
+772.4%
-618.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +0.1% | -3.1% | +3.2% | +0.6% |
| 3M | +0.7% | +9.0% | -8.3% | -1.1% |
| 6M | +1.5% | +2.9% | -1.4% | +0.7% |
| YTD | +2.2% | +10.1% | -7.9% | +0.1% |
| 1Y | +3.9% | +22.8% | -18.9% | -0.4% |
| 3Y | +26.0% | +73.8% | -47.8% | +12.2% |
| 5Y | +19.2% | +99.2% | -80.0% | +2.5% |
| 10Y | +54.8% | +218.2% | -163.4% | +17.5% |
| All | +153.5% | +772.4% | -618.9% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling