+55.2%
HYG vs FIX
+6,344.9%
-6,289.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.5% |
| 7D | -0.7% | +5.0% | -5.7% | -1.1% |
| 30D | -0.7% | -2.7% | +2.0% | -0.6% |
| 3M | -0.2% | -8.2% | +8.0% | +0.1% |
| 6M | +1.4% | +20.3% | -18.8% | -0.9% |
| YTD | +1.5% | +81.4% | -80.0% | -4.7% |
| 1Y | +2.9% | +121.5% | -118.6% | -5.5% |
| 3Y | +25.6% | +807.4% | -781.8% | -3.3% |
| 5Y | +18.6% | +2,306.7% | -2,288.2% | -19.3% |
| All | +55.2% | +6,344.9% | -6,289.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling