+55.2%
HYG vs EBAY
+285.8%
-230.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -0.7% | +4.2% | -4.9% | -1.1% |
| 30D | -0.7% | +5.6% | -6.4% | -1.3% |
| 3M | -0.2% | -1.4% | +1.2% | -0.2% |
| 6M | +1.4% | +18.2% | -16.8% | -0.7% |
| YTD | +1.5% | +24.8% | -23.4% | -1.4% |
| 1Y | +2.9% | +18.0% | -15.1% | +0.3% |
| 3Y | +25.6% | +160.3% | -134.6% | +9.8% |
| 5Y | +18.6% | +62.1% | -43.6% | +7.8% |
| All | +55.2% | +285.8% | -230.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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