+55.2%
HYG vs GM
+240.0%
-184.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -0.7% | -1.1% | +0.4% | -0.6% |
| 3M | -0.2% | +6.1% | -6.3% | -1.0% |
| 6M | +1.4% | +15.0% | -13.5% | -0.5% |
| YTD | +1.5% | +6.0% | -4.5% | +0.3% |
| 1Y | +2.9% | +47.1% | -44.2% | -2.4% |
| 3Y | +25.6% | +170.5% | -144.8% | +8.7% |
| 5Y | +18.6% | +80.5% | -61.9% | +5.9% |
| All | +55.2% | +240.0% | -184.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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