+55.2%
HYG vs EXC
+158.0%
-102.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -0.7% | -3.6% | +2.9% | -0.1% |
| 3M | -0.2% | -4.3% | +4.1% | +0.4% |
| 6M | +1.4% | -9.9% | +11.4% | +3.0% |
| YTD | +1.5% | +1.8% | -0.3% | +0.8% |
| 1Y | +2.9% | +2.9% | 0.0% | +2.0% |
| 3Y | +25.6% | +19.1% | +6.5% | +20.4% |
| 5Y | +18.6% | +44.8% | -26.3% | +8.5% |
| All | +55.2% | +158.0% | -102.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling