+20.2%
HYG vs COMP
-51.7%
+71.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | +0.1% | +16.3% | -16.2% | -0.7% |
| 3M | -1.7% | -19.1% | +17.4% | -1.1% |
| 6M | -0.9% | +17.1% | -18.0% | -2.0% |
| YTD | +0.3% | -2.9% | +3.2% | -0.5% |
| 1Y | +1.2% | +8.8% | -7.6% | -0.1% |
| 3Y | +24.0% | +423.5% | -399.4% | +11.6% |
| 5Y | +17.8% | -10.5% | +28.3% | +9.1% |
| All | +20.2% | -51.7% | +71.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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