+2.9%
HYG vs FIX
+121.9%
-119.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.2% |
| 7D | -0.7% | +5.0% | -5.7% | -0.9% |
| 30D | -0.7% | -2.7% | +2.0% | -0.7% |
| 3M | -0.2% | -8.2% | +8.0% | -0.1% |
| 6M | +1.4% | +20.3% | -18.8% | +0.4% |
| YTD | +1.5% | +81.4% | -80.0% | -0.7% |
| 1Y | +2.9% | +121.5% | -118.6% | -0.1% |
| All | +2.9% | +121.9% | -119.0% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling