+18.3%
HYG vs FND
-63.3%
+81.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -5.8% | +5.0% | -0.2% |
| 30D | -0.7% | -20.2% | +19.5% | +1.2% |
| 3M | -0.2% | -12.0% | +11.8% | +0.6% |
| 6M | +1.4% | -18.5% | +19.9% | +2.7% |
| YTD | +1.5% | -22.3% | +23.7% | +2.9% |
| 1Y | +2.9% | -47.6% | +50.5% | +8.3% |
| 3Y | +25.6% | -49.8% | +75.4% | +30.0% |
| All | +18.3% | -63.3% | +81.6% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling