+153.4%
HYG vs GEN
+393.7%
-240.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -0.1% | +2.6% | -2.7% | -0.4% |
| 3M | +1.0% | +15.8% | -14.8% | -0.7% |
| 6M | +2.3% | +33.1% | -30.8% | -1.2% |
| YTD | +2.1% | +11.3% | -9.2% | +0.4% |
| 1Y | +3.8% | +1.7% | +2.1% | +3.0% |
| 3Y | +26.7% | +58.1% | -31.4% | +18.8% |
| 5Y | +19.3% | +20.6% | -1.4% | +14.0% |
| 10Y | +55.3% | +149.0% | -93.7% | +31.2% |
| All | +153.4% | +393.7% | -240.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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