+55.2%
HYG vs CNH
+158.6%
-103.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.7% | -5.7% | +5.0% | -0.1% |
| 30D | -0.7% | +26.6% | -27.3% | -3.4% |
| 3M | -0.2% | +31.1% | -31.3% | -3.4% |
| 6M | +1.4% | +24.9% | -23.4% | -1.6% |
| YTD | +1.5% | +48.7% | -47.3% | -3.7% |
| 1Y | +2.9% | +22.2% | -19.3% | -0.2% |
| 3Y | +25.6% | +7.4% | +18.2% | +22.1% |
| 5Y | +18.6% | +10.8% | +7.7% | +13.0% |
| All | +55.2% | +158.6% | -103.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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