+1.2%
HYG vs HCA
+8.5%
-7.3%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -0.4% | +6.1% | -6.5% | -0.5% |
| 30D | 0.0% | +17.4% | -17.4% | -0.3% |
| 3M | -2.3% | +24.1% | -26.4% | -2.6% |
| 6M | -1.3% | +18.8% | -20.2% | -1.5% |
| YTD | -0.3% | +9.3% | -9.5% | -0.1% |
| 1Y | +1.2% | +8.0% | -6.8% | +1.3% |
| All | +1.2% | +8.5% | -7.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling