+153.0%
HYG vs FFIV
+1,098.0%
-945.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.6% |
| 7D | -0.2% | +3.5% | -3.6% | -0.5% |
| 30D | -0.1% | -1.3% | +1.2% | 0.0% |
| 3M | +0.7% | +2.4% | -1.7% | +0.3% |
| 6M | +1.5% | +41.8% | -40.3% | -2.4% |
| YTD | +1.9% | +58.5% | -56.6% | -3.2% |
| 1Y | +3.7% | +24.3% | -20.6% | +0.8% |
| 3Y | +26.5% | +152.0% | -125.6% | +13.3% |
| 5Y | +19.0% | +99.1% | -80.2% | +8.3% |
| 10Y | +56.5% | +242.8% | -186.3% | +32.6% |
| All | +153.0% | +1,098.0% | -945.1% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling