+153.0%
HYG vs EW
+1,905.7%
-1,752.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | -5.1% | +4.9% | +0.5% |
| 30D | -0.1% | -6.4% | +6.3% | +0.7% |
| 3M | +0.7% | -1.6% | +2.2% | +0.8% |
| 6M | +1.5% | +2.3% | -0.8% | +1.0% |
| YTD | +1.9% | +1.1% | +0.9% | +1.5% |
| 1Y | +3.7% | +8.0% | -4.3% | +2.4% |
| 3Y | +26.5% | +16.3% | +10.1% | +21.4% |
| 5Y | +19.0% | -29.4% | +48.4% | +20.4% |
| 10Y | +56.5% | +125.6% | -69.1% | +33.1% |
| All | +153.0% | +1,905.7% | -1,752.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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