+153.0%
HYG vs ENB
+653.5%
-500.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +0.7% | -8.5% | +9.2% | +2.4% |
| 6M | +1.5% | -4.5% | +6.1% | +2.3% |
| YTD | +1.9% | +9.1% | -7.1% | -0.2% |
| 1Y | +3.7% | +8.0% | -4.2% | +1.6% |
| 3Y | +26.5% | +77.8% | -51.4% | +10.7% |
| 5Y | +19.0% | +69.4% | -50.4% | +4.5% |
| 10Y | +56.5% | +100.5% | -44.0% | +27.9% |
| All | +153.0% | +653.5% | -500.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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