+3.9%
HYG vs FND
-36.4%
+40.2%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -0.2% | -5.2% | +5.0% | 0.0% |
| 30D | +0.1% | -19.9% | +20.0% | +0.9% |
| 3M | +0.7% | +2.7% | -2.1% | +0.3% |
| 6M | +1.5% | -21.7% | +23.1% | +1.9% |
| YTD | +2.2% | -17.5% | +19.7% | +2.3% |
| 1Y | +3.9% | -39.3% | +43.2% | +5.0% |
| All | +3.9% | -36.4% | +40.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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