+153.5%
HYG vs F
+261.3%
-107.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -0.2% | +5.3% | -5.5% | -0.8% |
| 30D | +0.1% | +4.6% | -4.5% | -0.5% |
| 3M | +0.7% | -3.7% | +4.3% | +0.9% |
| 6M | +1.5% | +16.8% | -15.4% | -0.8% |
| YTD | +2.2% | +15.3% | -13.1% | 0.0% |
| 1Y | +3.9% | +31.0% | -27.1% | 0.0% |
| 3Y | +26.0% | +45.4% | -19.4% | +18.1% |
| 5Y | +19.2% | +54.7% | -35.5% | +8.8% |
| 10Y | +54.8% | +98.2% | -43.4% | +32.1% |
| All | +153.5% | +261.3% | -107.8% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling