+19.4%
HYG vs FGI
-66.3%
+85.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.5% |
| 7D | -0.4% | +13.5% | -13.9% | -0.4% |
| 30D | +0.4% | +17.1% | -16.7% | +0.3% |
| 3M | -1.8% | +78.0% | -79.8% | -2.2% |
| 6M | -0.7% | +46.4% | -47.2% | -1.0% |
| YTD | +0.3% | +47.7% | -47.4% | -0.2% |
| 1Y | +1.4% | +56.8% | -55.4% | +0.8% |
| 3Y | +24.1% | +12.3% | +11.8% | +23.2% |
| All | +19.4% | -66.3% | +85.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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