+55.2%
HYG vs HDB
+42.1%
+13.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -0.9% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -0.7% | +1.0% | -1.7% | -0.9% |
| 3M | -0.2% | -2.0% | +1.8% | -0.2% |
| 6M | +1.4% | -18.1% | +19.5% | +3.8% |
| YTD | +1.5% | -36.1% | +37.6% | +7.4% |
| 1Y | +2.9% | -34.0% | +36.9% | +8.3% |
| 3Y | +25.6% | -26.7% | +52.3% | +29.1% |
| 5Y | +18.6% | -33.9% | +52.4% | +22.3% |
| All | +55.2% | +42.1% | +13.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling