+1.6%
HYG vs HD
-3.1%
+4.7%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.3% |
| 7D | -0.1% | +11.9% | -12.0% | -0.8% |
| 30D | +0.7% | +26.4% | -25.7% | -0.8% |
| 3M | -2.0% | +2.8% | -4.8% | -2.2% |
| 6M | -0.9% | +15.5% | -16.4% | -1.9% |
| YTD | +0.1% | +5.5% | -5.5% | -0.5% |
| 1Y | +1.6% | -4.6% | +6.2% | +1.3% |
| All | +1.6% | -3.1% | +4.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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