+3.9%
HYG vs EQX
+42.9%
-39.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | +0.1% | +24.4% | -24.3% | -0.4% |
| 3M | +0.7% | +11.6% | -11.0% | +0.3% |
| 6M | +1.5% | -25.0% | +26.5% | +1.5% |
| YTD | +2.2% | -8.4% | +10.6% | +2.0% |
| 1Y | +3.9% | +43.4% | -39.5% | +3.1% |
| All | +3.9% | +42.9% | -39.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling