+21.7%
HYG vs EXE
+188.3%
-166.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.6% |
| 30D | -0.6% | -0.8% | +0.2% | -0.5% |
| 3M | +0.4% | +10.0% | -9.6% | -0.1% |
| 6M | +1.2% | -6.3% | +7.6% | +1.5% |
| YTD | +1.5% | -10.7% | +12.2% | +2.0% |
| 1Y | +3.2% | +2.7% | +0.5% | +2.7% |
| 3Y | +25.9% | +19.1% | +6.8% | +23.6% |
| 5Y | +18.6% | +105.4% | -86.8% | +14.0% |
| All | +21.7% | +188.3% | -166.6% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling