+1.6%
HYG vs FDS
+31.1%
-29.5%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.7% |
| 7D | -0.1% | +9.4% | -9.5% | -0.1% |
| 30D | +0.7% | +23.8% | -23.1% | +0.6% |
| 3M | -2.0% | +25.1% | -27.2% | -2.1% |
| 6M | -0.9% | +53.8% | -54.7% | -0.9% |
| YTD | +0.1% | +19.6% | -19.5% | 0.0% |
| 1Y | +1.6% | +31.6% | -30.0% | +1.5% |
| All | +1.6% | +31.1% | -29.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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