+25.6%
HYG vs EQIX
+42.6%
-17.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -0.7% | -2.5% | +1.8% | -0.5% |
| 3M | -0.2% | 0.0% | -0.1% | -0.3% |
| 6M | +1.4% | +7.6% | -6.2% | +0.6% |
| YTD | +1.5% | +37.5% | -36.1% | -1.7% |
| 1Y | +2.9% | +32.9% | -30.0% | 0.0% |
| 3Y | +25.6% | +42.8% | -17.1% | +20.5% |
| All | +25.6% | +42.6% | -17.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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