+20.4%
HYG vs COMP
-49.2%
+69.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.1% |
| 7D | +0.8% | +14.5% | -13.7% | +0.2% |
| 30D | +0.4% | +14.9% | -14.5% | -0.3% |
| 3M | -1.7% | -14.2% | +12.6% | -1.2% |
| 6M | -0.9% | +23.7% | -24.6% | -2.2% |
| YTD | +0.5% | +2.1% | -1.6% | -0.4% |
| 1Y | +1.8% | +26.2% | -24.4% | -0.1% |
| 3Y | +24.9% | +470.9% | -446.0% | +12.0% |
| 5Y | +17.2% | -14.0% | +31.2% | +8.4% |
| All | +20.4% | -49.2% | +69.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling