+68.0%
HYG vs ESI
+209.6%
-141.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -4.6% | +3.9% | -0.3% |
| 30D | -0.7% | -10.5% | +9.8% | +0.3% |
| 3M | -0.2% | -19.8% | +19.6% | +1.7% |
| 6M | +1.4% | +5.8% | -4.4% | +0.1% |
| YTD | +1.5% | +38.3% | -36.8% | -2.7% |
| 1Y | +2.9% | +31.5% | -28.6% | -1.0% |
| 3Y | +25.6% | +80.7% | -55.0% | +15.8% |
| 5Y | +18.6% | +69.4% | -50.9% | +9.0% |
| 10Y | +55.7% | +303.8% | -248.0% | +29.0% |
| All | +68.0% | +209.6% | -141.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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