+18.3%
HYG vs COP
+189.9%
-171.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -0.7% | +2.3% | -3.0% | -0.8% |
| 30D | -0.7% | +8.6% | -9.3% | -1.2% |
| 3M | -0.2% | +19.9% | -20.1% | -1.2% |
| 6M | +1.4% | +19.0% | -17.6% | +0.3% |
| YTD | +1.5% | +50.0% | -48.5% | -1.3% |
| 1Y | +2.9% | +50.5% | -47.6% | 0.0% |
| 3Y | +25.6% | +25.2% | +0.4% | +22.8% |
| All | +18.3% | +189.9% | -171.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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