+18.6%
HYG vs COO
-51.8%
+70.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.7% | +14.2% | +1.3% |
| 7D | -0.7% | -23.3% | +22.6% | +2.3% |
| 30D | -0.6% | -29.5% | +28.9% | +3.5% |
| 3M | +0.4% | -20.0% | +20.4% | +2.8% |
| 6M | +1.2% | -27.2% | +28.4% | +4.8% |
| YTD | +1.5% | -33.9% | +35.4% | +6.3% |
| 1Y | +3.2% | -19.9% | +23.1% | +5.1% |
| 3Y | +25.9% | -38.1% | +64.0% | +30.9% |
| 5Y | +18.6% | -52.0% | +70.6% | +23.7% |
| All | +18.6% | -51.8% | +70.4% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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