+2.9%
HYG vs FIG
-54.6%
+57.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | -0.7% |
| 30D | -0.7% | -2.3% | +1.6% | -0.7% |
| 3M | -0.2% | +20.0% | -20.2% | -0.4% |
| 6M | +1.4% | -16.7% | +18.1% | +1.6% |
| YTD | +1.5% | -37.9% | +39.4% | +2.2% |
| 1Y | +2.9% | -58.5% | +61.4% | +4.5% |
| All | +2.9% | -54.6% | +57.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling