+153.5%
HYG vs D
+228.9%
-75.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | +1.5% | -1.6% | -0.5% |
| 30D | +0.1% | -2.6% | +2.7% | +0.6% |
| 3M | +0.7% | 0.0% | +0.6% | +0.6% |
| 6M | +1.5% | +7.4% | -5.9% | -0.2% |
| YTD | +2.2% | +15.9% | -13.7% | -1.1% |
| 1Y | +3.9% | +18.1% | -14.2% | +0.1% |
| 3Y | +26.0% | +58.4% | -32.4% | +12.9% |
| 5Y | +19.2% | +5.2% | +14.0% | +15.7% |
| 10Y | +54.8% | +35.9% | +19.0% | +37.0% |
| All | +153.5% | +228.9% | -75.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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