+19.0%
HYG vs COMP
-28.2%
+47.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.2% |
| 30D | -0.1% | -13.9% | +13.8% | +0.5% |
| 3M | +0.7% | +30.7% | -30.0% | -0.7% |
| 6M | +1.5% | +18.7% | -17.1% | +0.2% |
| YTD | +1.9% | +1.0% | +0.9% | +1.2% |
| 1Y | +3.7% | +15.1% | -11.4% | +2.1% |
| 3Y | +26.5% | +219.8% | -193.3% | +16.3% |
| 5Y | +19.0% | -28.7% | +47.6% | +11.0% |
| All | +19.0% | -28.2% | +47.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling