+153.4%
HYG vs COO
+449.8%
-296.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | -0.1% | -8.8% | +8.7% | +1.1% |
| 3M | +1.0% | +1.3% | -0.4% | +0.6% |
| 6M | +2.3% | -11.6% | +13.9% | +3.7% |
| YTD | +2.1% | -17.4% | +19.5% | +4.4% |
| 1Y | +3.8% | -1.6% | +5.4% | +3.4% |
| 3Y | +26.7% | -22.6% | +49.3% | +28.9% |
| 5Y | +19.3% | -40.3% | +59.6% | +24.5% |
| 10Y | +55.3% | +45.2% | +10.1% | +41.3% |
| All | +153.4% | +449.8% | -296.4% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling