+1.5%
HYG vs HD
-10.8%
+12.3%
-1.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -0.1% | -10.8% | +10.8% | +0.8% |
| 3M | +0.7% | -2.7% | +3.4% | +0.7% |
| 6M | +1.5% | -10.3% | +11.8% | +3.0% |
| All | +1.5% | -10.8% | +12.3% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling