+18.3%
HYG vs EXE
+97.7%
-79.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -0.7% | -0.9% | +0.2% | -0.7% |
| 3M | -0.2% | +9.6% | -9.8% | -0.8% |
| 6M | +1.4% | -11.6% | +13.0% | +2.1% |
| YTD | +1.5% | -12.6% | +14.0% | +2.1% |
| 1Y | +2.9% | +1.2% | +1.7% | +2.4% |
| 3Y | +25.6% | +18.0% | +7.6% | +23.3% |
| All | +18.3% | +97.7% | -79.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling