+153.4%
HYG vs CME
+414.1%
-260.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -0.1% | +5.5% | -5.6% | -0.8% |
| 3M | +1.0% | +11.0% | -10.0% | -0.5% |
| 6M | +2.3% | -9.7% | +12.0% | +3.4% |
| YTD | +2.1% | +4.9% | -2.7% | +1.2% |
| 1Y | +3.8% | +10.1% | -6.3% | +2.1% |
| 3Y | +26.7% | +53.5% | -26.8% | +18.7% |
| 5Y | +19.3% | +77.2% | -57.9% | +8.9% |
| 10Y | +55.3% | +282.1% | -226.9% | +26.2% |
| All | +153.4% | +414.1% | -260.7% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling