+20.2%
HYG vs COMP
-52.0%
+72.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +0.7% | +16.6% | -15.9% | -0.1% |
| 3M | -2.1% | -23.5% | +21.4% | -1.2% |
| 6M | -0.8% | +25.7% | -26.6% | -2.2% |
| YTD | +0.3% | -3.4% | +3.7% | -0.4% |
| 1Y | +1.8% | +7.6% | -5.8% | +0.5% |
| 3Y | +24.1% | +423.6% | -399.5% | +11.7% |
| 5Y | +17.7% | -10.6% | +28.3% | +9.1% |
| All | +20.2% | -52.0% | +72.1% | +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