+2.9%
HYG vs F
+27.6%
-24.7%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | 0.0% |
| 7D | -0.7% | -4.4% | +3.7% | -0.6% |
| 30D | -0.7% | +1.0% | -1.7% | -0.8% |
| 3M | -0.2% | -4.0% | +3.8% | -0.1% |
| 6M | +1.4% | +18.1% | -16.6% | +0.5% |
| YTD | +1.5% | +10.2% | -8.7% | +0.7% |
| 1Y | +2.9% | +24.3% | -21.4% | +1.6% |
| All | +2.9% | +27.6% | -24.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling