+25.6%
HYG vs EL
-34.0%
+59.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.7% | -6.5% | +5.8% | -0.5% |
| 30D | -0.7% | +11.1% | -11.9% | -1.2% |
| 3M | -0.2% | +10.7% | -10.9% | -0.6% |
| 6M | +1.4% | +6.9% | -5.4% | +0.9% |
| YTD | +1.5% | -6.3% | +7.7% | +1.3% |
| 1Y | +2.9% | +13.5% | -10.6% | +1.9% |
| 3Y | +25.6% | -33.1% | +58.7% | +25.0% |
| All | +25.6% | -34.0% | +59.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling