+18.4%
HYG vs FIX
+1,107.4%
-1,089.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.1% |
| 7D | -0.2% | +6.4% | -6.7% | -0.7% |
| 30D | +0.6% | -29.1% | +29.7% | +2.4% |
| 3M | -1.2% | -31.1% | +29.9% | +0.6% |
| 6M | -0.4% | -42.8% | +42.4% | +2.4% |
| YTD | +0.8% | +24.6% | -23.8% | -2.2% |
| 1Y | +1.7% | +21.9% | -20.3% | -1.3% |
| 3Y | +24.7% | +524.9% | -500.2% | -0.7% |
| 5Y | +18.4% | +1,092.2% | -1,073.8% | -17.6% |
| All | +18.4% | +1,107.4% | -1,089.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling