+153.0%
HYG vs EL
+415.7%
-262.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | -0.1% | +13.7% | -13.8% | -1.9% |
| 3M | +0.7% | +14.5% | -13.8% | -1.3% |
| 6M | +1.5% | +7.4% | -5.9% | -0.1% |
| YTD | +1.9% | -4.7% | +6.6% | +1.3% |
| 1Y | +3.7% | +12.9% | -9.2% | +0.5% |
| 3Y | +26.5% | -32.2% | +58.7% | +27.7% |
| 5Y | +19.0% | -68.4% | +87.3% | +33.3% |
| 10Y | +56.5% | +28.3% | +28.2% | +35.0% |
| All | +153.0% | +415.7% | -262.8% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling