+18.3%
HYG vs FDS
-29.0%
+47.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -0.7% | -14.0% | +13.3% | +0.6% |
| 30D | -0.7% | -6.2% | +5.5% | -0.3% |
| 3M | -0.2% | +10.2% | -10.4% | -1.4% |
| 6M | +1.4% | +27.4% | -26.0% | -1.8% |
| YTD | +1.5% | -9.3% | +10.7% | +2.4% |
| 1Y | +2.9% | -28.6% | +31.5% | +7.6% |
| 3Y | +25.6% | -36.8% | +62.5% | +32.7% |
| All | +18.3% | -29.0% | +47.3% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling