+3.9%
HYG vs CLF
+20.0%
-16.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | -0.2% | +7.6% | -7.8% | -0.3% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | +0.7% | -13.4% | +14.0% | +0.9% |
| 6M | +1.5% | +15.4% | -14.0% | +1.0% |
| YTD | +2.2% | -5.9% | +8.0% | +1.8% |
| 1Y | +3.9% | +18.8% | -14.9% | +3.0% |
| All | +3.9% | +20.0% | -16.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling