+148.8%
HYG vs F
+197.9%
-49.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.4% | -3.1% | +2.7% | 0.0% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | -2.1% | -13.2% | +11.1% | -0.7% |
| 6M | -0.8% | -10.2% | +9.4% | -0.1% |
| YTD | +0.3% | -4.9% | +5.2% | +0.1% |
| 1Y | +1.8% | -6.1% | +7.8% | +1.7% |
| 3Y | +24.1% | +46.0% | -21.8% | +16.2% |
| 5Y | +17.7% | -15.7% | +33.4% | +15.2% |
| 10Y | +56.8% | +64.3% | -7.6% | +36.5% |
| All | +148.8% | +197.9% | -49.1% | +80.8% |
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