+55.2%
HYG vs EXR
+151.8%
-96.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.7% | -1.2% | +0.4% | -0.6% |
| 30D | -0.7% | -6.2% | +5.5% | +0.1% |
| 3M | -0.2% | -7.4% | +7.2% | +0.7% |
| 6M | +1.4% | -0.5% | +2.0% | +1.3% |
| YTD | +1.5% | +8.1% | -6.6% | +0.1% |
| 1Y | +2.9% | -2.9% | +5.8% | +2.9% |
| 3Y | +25.6% | +22.9% | +2.7% | +20.2% |
| 5Y | +18.6% | -10.2% | +28.7% | +17.5% |
| All | +55.2% | +151.8% | -96.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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