+55.2%
HYG vs ECL
+160.1%
-104.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -0.7% | -0.8% | +0.1% | -0.6% |
| 3M | -0.2% | +5.0% | -5.2% | -1.3% |
| 6M | +1.4% | +0.2% | +1.2% | +1.1% |
| YTD | +1.5% | +5.8% | -4.3% | 0.0% |
| 1Y | +2.9% | +1.5% | +1.3% | +2.1% |
| 3Y | +25.6% | +55.0% | -29.3% | +13.4% |
| 5Y | +18.6% | +29.3% | -10.7% | +9.4% |
| All | +55.2% | +160.1% | -104.9% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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