+151.7%
HYG vs EFV
+133.0%
+18.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -0.7% | +0.6% | -1.4% | -0.9% |
| 3M | -0.2% | +7.5% | -7.7% | -2.5% |
| 6M | +1.4% | +13.0% | -11.6% | -2.6% |
| YTD | +1.5% | +18.3% | -16.9% | -4.1% |
| 1Y | +2.9% | +26.7% | -23.8% | -4.9% |
| 3Y | +25.6% | +89.6% | -63.9% | +1.4% |
| 5Y | +18.6% | +98.2% | -79.7% | -6.3% |
| 10Y | +55.7% | +167.4% | -111.6% | +9.5% |
| All | +151.7% | +133.0% | +18.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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