+21.3%
HYG vs FGI
-69.1%
+90.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -0.2% | +14.7% | -14.9% | -0.2% |
| 30D | -0.1% | +67.0% | -67.0% | -0.4% |
| 3M | +0.7% | +31.0% | -30.3% | +0.4% |
| 6M | +1.5% | +126.8% | -125.3% | +0.9% |
| YTD | +1.9% | +35.6% | -33.7% | +1.5% |
| 1Y | +3.7% | +108.9% | -105.2% | +2.8% |
| 3Y | +26.5% | -0.3% | +26.7% | +25.7% |
| All | +21.3% | -69.1% | +90.4% | +21.0% |
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