+153.5%
HYG vs ES
+320.5%
-166.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +0.1% | -2.0% | +2.1% | +0.5% |
| 3M | +0.7% | +1.7% | -1.0% | +0.2% |
| 6M | +1.5% | -3.5% | +5.0% | +1.9% |
| YTD | +2.2% | +7.9% | -5.7% | +0.3% |
| 1Y | +3.9% | +17.2% | -13.3% | -0.1% |
| 3Y | +26.0% | +29.3% | -3.3% | +17.0% |
| 5Y | +19.2% | -5.7% | +24.9% | +17.7% |
| 10Y | +54.8% | +85.2% | -30.4% | +26.2% |
| All | +153.5% | +320.5% | -166.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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