+153.5%
HYG vs CSX
+1,386.9%
-1,233.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -0.2% | -3.4% | +3.2% | +0.4% |
| 30D | +0.1% | -3.1% | +3.2% | +0.6% |
| 3M | +0.7% | +7.2% | -6.5% | -0.7% |
| 6M | +1.5% | +16.2% | -14.7% | -1.4% |
| YTD | +2.2% | +37.5% | -35.4% | -3.6% |
| 1Y | +3.9% | +53.2% | -49.3% | -3.9% |
| 3Y | +26.0% | +68.2% | -42.2% | +13.7% |
| 5Y | +19.2% | +65.2% | -46.1% | +6.9% |
| 10Y | +54.8% | +504.1% | -449.3% | +6.5% |
| All | +153.5% | +1,386.9% | -1,233.4% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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