+46.2%
HYG vs EQX
+232.0%
-185.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | -0.7% | +7.8% | -8.5% | -1.1% |
| 3M | -0.2% | +21.3% | -21.5% | -1.1% |
| 6M | +1.4% | -22.4% | +23.8% | +2.0% |
| YTD | +1.5% | -11.3% | +12.8% | +1.3% |
| 1Y | +2.9% | +13.5% | -10.6% | +1.6% |
| 3Y | +25.6% | +162.1% | -136.5% | +18.3% |
| 5Y | +18.6% | +84.2% | -65.6% | +10.9% |
| All | +46.2% | +232.0% | -185.8% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling