+55.2%
HYG vs GE
+151.5%
-96.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.7% | -4.0% | +3.3% | -0.3% |
| 30D | -0.7% | -11.4% | +10.7% | +0.4% |
| 3M | -0.2% | -2.6% | +2.4% | -0.1% |
| 6M | +1.4% | -0.3% | +1.8% | +1.1% |
| YTD | +1.5% | +5.4% | -3.9% | +0.4% |
| 1Y | +2.9% | +15.5% | -12.6% | +0.8% |
| 3Y | +25.6% | +260.8% | -235.1% | +7.9% |
| 5Y | +18.6% | +421.6% | -403.1% | -3.4% |
| All | +55.2% | +151.5% | -96.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling