+153.4%
HYG vs HD
+1,254.1%
-1,100.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | -0.1% | -11.1% | +11.1% | +2.2% |
| 3M | +1.0% | +2.0% | -1.1% | +0.3% |
| 6M | +2.3% | -10.5% | +12.8% | +4.2% |
| YTD | +2.1% | -6.9% | +9.0% | +3.0% |
| 1Y | +3.8% | -23.2% | +27.0% | +8.7% |
| 3Y | +26.7% | +3.1% | +23.6% | +23.9% |
| 5Y | +19.3% | +7.4% | +11.9% | +14.3% |
| 10Y | +55.3% | +205.0% | -149.7% | +17.6% |
| All | +153.4% | +1,254.1% | -1,100.7% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling