+153.4%
HYG vs COP
+392.3%
-238.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | 0.0% | -0.8% | +0.9% | +0.1% |
| 30D | -0.1% | +15.6% | -15.7% | -2.1% |
| 3M | +1.0% | +14.3% | -13.4% | -1.0% |
| 6M | +2.3% | +17.0% | -14.7% | -0.3% |
| YTD | +2.1% | +47.4% | -45.3% | -3.8% |
| 1Y | +3.8% | +52.4% | -48.6% | -2.8% |
| 3Y | +26.7% | +20.8% | +5.9% | +21.2% |
| 5Y | +19.3% | +191.7% | -172.4% | -2.5% |
| 10Y | +55.3% | +325.1% | -269.8% | +10.2% |
| All | +153.4% | +392.3% | -238.9% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling