+55.2%
HYG vs EXPE
+169.0%
-113.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | -0.7% | -5.8% | +5.1% | -0.2% |
| 30D | -0.7% | -13.6% | +12.9% | +0.4% |
| 3M | -0.2% | +25.2% | -25.4% | -2.4% |
| 6M | +1.4% | +22.3% | -20.9% | -0.8% |
| YTD | +1.5% | -0.3% | +1.8% | +0.7% |
| 1Y | +2.9% | +27.8% | -24.9% | -0.5% |
| 3Y | +25.6% | +162.4% | -136.8% | +11.3% |
| 5Y | +18.6% | +95.8% | -77.3% | +5.6% |
| All | +55.2% | +169.0% | -113.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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