+25.6%
HYG vs CME
+53.1%
-27.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.7% |
| 30D | -0.7% | +5.6% | -6.3% | -0.6% |
| 3M | -0.2% | +5.6% | -5.8% | -0.1% |
| 6M | +1.4% | -8.3% | +9.7% | +1.3% |
| YTD | +1.5% | +4.3% | -2.9% | +1.5% |
| 1Y | +2.9% | +9.1% | -6.2% | +3.0% |
| 3Y | +25.6% | +52.1% | -26.4% | +24.9% |
| All | +25.6% | +53.1% | -27.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 3y: compounded portfolio wealth divided by compounded CME 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…
3y analysis · Full analysis span regression · 6 months rolling