+148.8%
HYG vs CB
+862.5%
-713.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -0.4% | +2.9% | -3.3% | -0.9% |
| 30D | +0.7% | +7.3% | -6.6% | -0.6% |
| 3M | -2.1% | +9.4% | -11.5% | -3.8% |
| 6M | -0.8% | +19.6% | -20.4% | -4.2% |
| YTD | +0.3% | +21.5% | -21.2% | -3.6% |
| 1Y | +1.8% | +28.0% | -26.2% | -3.1% |
| 3Y | +24.1% | +74.9% | -50.7% | +10.6% |
| 5Y | +17.7% | +108.1% | -90.4% | +0.5% |
| 10Y | +56.8% | +251.8% | -195.0% | +16.8% |
| All | +148.8% | +862.5% | -713.7% | +43.6% |
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