+19.0%
HYG vs FIVE
+35.6%
-16.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | 0.0% |
| 7D | -0.2% | +1.7% | -1.8% | -0.3% |
| 30D | -0.1% | +5.0% | -5.1% | -0.5% |
| 3M | +0.7% | +29.5% | -28.8% | -1.1% |
| 6M | +1.5% | +12.4% | -10.9% | +0.4% |
| YTD | +1.9% | +31.2% | -29.3% | -0.3% |
| 1Y | +3.7% | +72.9% | -69.1% | -0.6% |
| 3Y | +26.5% | +53.0% | -26.5% | +21.0% |
| 5Y | +19.0% | +34.2% | -15.2% | +12.0% |
| All | +19.0% | +35.6% | -16.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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