+24.8%
HYG vs FIX
+529.6%
-504.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | +0.1% |
| 7D | -0.2% | +6.4% | -6.7% | -0.5% |
| 30D | +0.6% | -29.1% | +29.7% | +1.7% |
| 3M | -1.2% | -31.1% | +29.9% | -0.2% |
| 6M | -0.4% | -42.8% | +42.4% | +1.3% |
| YTD | +0.8% | +24.6% | -23.8% | -0.9% |
| 1Y | +1.7% | +21.9% | -20.3% | 0.0% |
| All | +24.8% | +529.6% | -504.8% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling