+55.2%
HYG vs CG
+314.7%
-259.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -0.7% | -9.9% | +9.1% | +0.6% |
| 30D | -0.7% | -11.7% | +10.9% | +0.8% |
| 3M | -0.2% | -4.3% | +4.1% | +0.1% |
| 6M | +1.4% | -8.8% | +10.2% | +2.2% |
| YTD | +1.5% | -26.9% | +28.3% | +4.9% |
| 1Y | +2.9% | -35.4% | +38.3% | +7.9% |
| 3Y | +25.6% | +43.0% | -17.4% | +15.1% |
| 5Y | +18.6% | +1.9% | +16.7% | +11.3% |
| All | +55.2% | +314.7% | -259.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling