+19.1%
HYG vs FGI
-70.0%
+89.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.3% | -4.1% | +4.4% | +0.3% |
| 30D | -0.1% | -3.4% | +3.3% | -0.1% |
| 3M | -1.9% | +61.8% | -63.7% | -2.2% |
| 6M | -1.3% | +17.0% | -18.3% | -1.6% |
| YTD | +0.1% | +31.4% | -31.3% | -0.4% |
| 1Y | +1.0% | +42.7% | -41.6% | +0.5% |
| 3Y | +23.8% | -0.1% | +23.9% | +22.9% |
| All | +19.1% | -70.0% | +89.1% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling