+18.3%
HYG vs GH
+20.8%
-2.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.7% | -2.5% | +1.8% | -0.6% |
| 30D | -0.7% | -4.7% | +4.0% | -0.5% |
| 3M | -0.2% | +20.2% | -20.4% | -1.2% |
| 6M | +1.4% | +78.8% | -77.3% | -1.7% |
| YTD | +1.5% | +54.1% | -52.6% | -1.1% |
| 1Y | +2.9% | +177.1% | -174.2% | -2.9% |
| 3Y | +25.6% | +371.6% | -346.0% | +13.1% |
| All | +18.3% | +20.8% | -2.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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