+55.6%
HYG vs FIX
+3,564.5%
-3,508.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.4% | +9.4% | -9.8% | -1.1% |
| 30D | +0.7% | -27.8% | +28.5% | +3.0% |
| 3M | -2.1% | -35.6% | +33.4% | +0.9% |
| 6M | -0.8% | -45.2% | +44.4% | +3.2% |
| YTD | +0.3% | +19.5% | -19.2% | -3.1% |
| 1Y | +1.8% | +24.2% | -22.5% | -2.2% |
| 3Y | +24.1% | +494.2% | -470.0% | -2.1% |
| 5Y | +17.7% | +1,036.1% | -1,018.4% | -15.3% |
| All | +55.6% | +3,564.5% | -3,508.9% | -3.6% |
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