+55.2%
HYG vs FFIV
+249.4%
-194.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.4% |
| 7D | -0.7% | +5.4% | -6.1% | -1.4% |
| 30D | -0.7% | -2.7% | +1.9% | -0.5% |
| 3M | -0.2% | +4.5% | -4.7% | -1.0% |
| 6M | +1.4% | +42.2% | -40.8% | -3.5% |
| YTD | +1.5% | +61.3% | -59.8% | -5.2% |
| 1Y | +2.9% | +23.0% | -20.2% | -0.5% |
| 3Y | +25.6% | +156.3% | -130.6% | +8.2% |
| 5Y | +18.6% | +102.9% | -84.3% | +4.1% |
| All | +55.2% | +249.4% | -194.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling