+153.0%
HYG vs EXPE
+777.1%
-624.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -0.2% | -11.5% | +11.3% | +0.9% |
| 30D | -0.1% | -13.1% | +13.0% | +1.1% |
| 3M | +0.7% | +18.1% | -17.5% | -1.1% |
| 6M | +1.5% | +13.3% | -11.7% | -0.1% |
| YTD | +1.9% | -3.2% | +5.2% | +1.4% |
| 1Y | +3.7% | +26.1% | -22.4% | +0.2% |
| 3Y | +26.5% | +151.7% | -125.2% | +12.3% |
| 5Y | +19.0% | +88.3% | -69.4% | +6.4% |
| 10Y | +56.5% | +158.0% | -101.5% | +29.6% |
| All | +153.0% | +777.1% | -624.2% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling