+153.0%
HYG vs FDS
+468.5%
-315.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.4% |
| 7D | -0.2% | -8.8% | +8.6% | +1.2% |
| 30D | -0.1% | -1.4% | +1.3% | 0.0% |
| 3M | +0.7% | +13.9% | -13.2% | -2.0% |
| 6M | +1.5% | +27.4% | -25.9% | -3.5% |
| YTD | +1.9% | -2.5% | +4.4% | +1.0% |
| 1Y | +3.7% | -23.8% | +27.5% | +6.9% |
| 3Y | +26.5% | -32.5% | +59.0% | +32.1% |
| 5Y | +19.0% | -23.2% | +42.1% | +20.3% |
| 10Y | +56.5% | +76.4% | -19.9% | +32.1% |
| All | +153.0% | +468.5% | -315.5% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling