+153.5%
HYG vs FIX
+16,526.0%
-16,372.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -0.2% | +6.0% | -6.2% | -0.7% |
| 30D | +0.1% | -7.2% | +7.3% | +0.7% |
| 3M | +0.7% | -15.9% | +16.5% | +1.8% |
| 6M | +1.5% | +12.7% | -11.3% | -0.6% |
| YTD | +2.2% | +72.8% | -70.6% | -4.3% |
| 1Y | +3.9% | +122.9% | -119.0% | -5.6% |
| 3Y | +26.0% | +774.3% | -748.3% | -4.0% |
| 5Y | +19.2% | +2,049.5% | -2,030.3% | -18.7% |
| 10Y | +54.8% | +5,821.5% | -5,766.6% | -9.2% |
| All | +153.5% | +16,526.0% | -16,372.5% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling