+4.8%
HYG vs FIG
-74.0%
+78.7%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -0.7% | -12.2% | +11.5% | -0.7% |
| 30D | -0.6% | -11.0% | +10.4% | -0.5% |
| 3M | +0.4% | +11.9% | -11.5% | +0.3% |
| 6M | +1.2% | -21.9% | +23.1% | +1.4% |
| YTD | +1.5% | -40.8% | +42.2% | +1.8% |
| 1Y | +3.2% | -56.6% | +59.8% | +3.8% |
| All | +4.8% | -74.0% | +78.7% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling