+26.7%
HYG vs FGI
-6.2%
+32.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.1% |
| 7D | 0.0% | +5.2% | -5.1% | 0.0% |
| 30D | -0.1% | +65.2% | -65.3% | -0.2% |
| 3M | +1.0% | +30.2% | -29.2% | +0.8% |
| 6M | +2.3% | +87.8% | -85.5% | +2.1% |
| YTD | +2.1% | +32.5% | -30.3% | +1.9% |
| 1Y | +3.8% | +93.6% | -89.8% | +3.6% |
| 3Y | +26.7% | -2.6% | +29.3% | +27.4% |
| All | +26.7% | -6.2% | +32.9% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling