+151.8%
HYG vs EMR
+491.1%
-339.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | -0.6% | -9.4% | +8.9% | +1.2% |
| 3M | +0.4% | +8.6% | -8.2% | -1.3% |
| 6M | +1.2% | +6.7% | -5.5% | -0.5% |
| YTD | +1.5% | +13.1% | -11.6% | -1.7% |
| 1Y | +3.2% | +12.7% | -9.6% | -0.2% |
| 3Y | +25.9% | +58.1% | -32.2% | +12.3% |
| 5Y | +18.6% | +63.6% | -45.1% | +4.0% |
| 10Y | +55.8% | +272.4% | -216.7% | +10.0% |
| All | +151.8% | +491.1% | -339.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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