+55.2%
HYG vs CRH
+253.3%
-198.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -0.7% | -6.1% | +5.4% | +0.2% |
| 30D | -0.7% | -9.3% | +8.5% | +0.7% |
| 3M | -0.2% | -15.2% | +15.0% | +2.2% |
| 6M | +1.4% | -14.2% | +15.6% | +3.4% |
| YTD | +1.5% | -28.3% | +29.7% | +6.2% |
| 1Y | +2.9% | -21.8% | +24.7% | +6.0% |
| 3Y | +25.6% | +71.6% | -46.0% | +10.7% |
| 5Y | +18.6% | +96.6% | -78.1% | +0.1% |
| All | +55.2% | +253.3% | -198.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling