+206.3%
HYG vs HBM
+589.9%
-383.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.7% | -3.3% | +2.6% | -0.5% |
| 30D | -0.7% | -4.8% | +4.1% | -0.5% |
| 3M | -0.2% | -0.4% | +0.2% | -0.5% |
| 6M | +1.4% | +17.9% | -16.4% | -0.4% |
| YTD | +1.5% | +33.7% | -32.3% | -1.5% |
| 1Y | +2.9% | +95.6% | -92.7% | -2.9% |
| 3Y | +25.6% | +458.1% | -432.5% | +8.7% |
| 5Y | +18.6% | +329.0% | -310.4% | +2.3% |
| 10Y | +55.7% | +588.2% | -532.5% | +20.6% |
| All | +206.3% | +589.9% | -383.5% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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