+55.2%
HYG vs ED
+108.5%
-53.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -0.2% | +0.5% | -0.7% | -0.3% |
| 6M | +1.4% | -3.1% | +4.6% | +1.7% |
| YTD | +1.5% | +9.8% | -8.4% | -0.1% |
| 1Y | +2.9% | +12.6% | -9.7% | +0.9% |
| 3Y | +25.6% | +31.4% | -5.8% | +19.5% |
| 5Y | +18.6% | +69.4% | -50.9% | +7.7% |
| All | +55.2% | +108.5% | -53.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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