+151.8%
HYG vs EFX
+450.9%
-299.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.7% | -11.1% | +10.4% | +1.3% |
| 30D | -0.6% | -7.4% | +6.8% | +0.6% |
| 3M | +0.4% | +1.5% | -1.1% | -0.4% |
| 6M | +1.2% | -13.7% | +14.9% | +3.1% |
| YTD | +1.5% | -21.9% | +23.3% | +4.7% |
| 1Y | +3.2% | -30.8% | +34.0% | +8.7% |
| 3Y | +25.9% | -12.4% | +38.3% | +23.8% |
| 5Y | +18.6% | -35.9% | +54.5% | +21.8% |
| 10Y | +55.8% | +41.0% | +14.8% | +29.5% |
| All | +151.8% | +450.9% | -299.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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