+19.0%
HYG vs FIX
+2,151.9%
-2,132.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -0.2% | +3.5% | -3.7% | -0.4% |
| 30D | -0.1% | -3.5% | +3.4% | +0.1% |
| 3M | +0.7% | -11.8% | +12.5% | +1.2% |
| 6M | +1.5% | +17.8% | -16.3% | -0.2% |
| YTD | +1.9% | +73.3% | -71.4% | -2.7% |
| 1Y | +3.7% | +128.1% | -124.4% | -3.3% |
| 3Y | +26.5% | +772.7% | -746.2% | -0.4% |
| 5Y | +19.0% | +2,166.4% | -2,147.5% | -18.7% |
| All | +19.0% | +2,151.9% | -2,132.9% | -18.7% |
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