+104.2%
HYG vs HCA
+1,743.3%
-1,639.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -0.7% | +5.4% | -6.1% | -1.2% |
| 30D | -0.7% | +3.0% | -3.7% | -1.1% |
| 3M | -0.2% | +13.0% | -13.2% | -1.6% |
| 6M | +1.4% | -20.3% | +21.7% | +3.5% |
| YTD | +1.5% | -8.2% | +9.7% | +1.9% |
| 1Y | +2.9% | +6.7% | -3.8% | +1.7% |
| 3Y | +25.6% | +60.4% | -34.7% | +18.0% |
| 5Y | +18.6% | +73.4% | -54.9% | +9.1% |
| 10Y | +55.7% | +506.9% | -451.2% | +23.6% |
| All | +104.2% | +1,743.3% | -1,639.1% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling