+82.1%
HYG vs FIVE
+848.8%
-766.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | +0.4% | +15.8% | -15.5% | -0.7% |
| 3M | -1.8% | +3.8% | -5.6% | -2.2% |
| 6M | -0.7% | +18.5% | -19.3% | -2.2% |
| YTD | +0.3% | +31.2% | -30.9% | -2.1% |
| 1Y | +1.4% | +61.8% | -60.4% | -2.5% |
| 3Y | +24.1% | +39.9% | -15.8% | +18.3% |
| 5Y | +17.8% | +18.3% | -0.5% | +12.0% |
| 10Y | +56.8% | +510.0% | -453.1% | +33.2% |
| All | +82.1% | +848.8% | -766.7% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling