+151.7%
HYG vs EME
+2,612.8%
-2,461.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.6% |
| 7D | -0.7% | +3.5% | -4.2% | -1.2% |
| 30D | -0.7% | -6.3% | +5.6% | +0.1% |
| 3M | -0.2% | -3.8% | +3.6% | -0.2% |
| 6M | +1.4% | +8.5% | -7.1% | -0.5% |
| YTD | +1.5% | +27.8% | -26.4% | -3.0% |
| 1Y | +2.9% | +22.2% | -19.3% | -1.5% |
| 3Y | +25.6% | +253.5% | -227.8% | +0.5% |
| 5Y | +18.6% | +578.6% | -560.1% | -15.1% |
| 10Y | +55.7% | +1,355.6% | -1,299.8% | -4.5% |
| All | +151.7% | +2,612.8% | -2,461.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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