+47.1%
HYG vs FND
+54.9%
-7.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.7% | -5.1% | +4.3% | -0.3% |
| 30D | -0.6% | -22.5% | +22.0% | +1.6% |
| 3M | +0.4% | -5.0% | +5.4% | +0.5% |
| 6M | +1.2% | -21.5% | +22.8% | +2.8% |
| YTD | +1.5% | -23.0% | +24.5% | +3.0% |
| 1Y | +3.2% | -44.9% | +48.1% | +7.7% |
| 3Y | +25.9% | -50.0% | +75.9% | +30.4% |
| 5Y | +18.6% | -63.3% | +81.9% | +23.4% |
| All | +47.1% | +54.9% | -7.8% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling