+151.8%
HYG vs HIG
+115.8%
+36.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | -2.3% | +1.5% | -0.6% |
| 30D | -0.6% | -1.2% | +0.6% | -0.5% |
| 3M | +0.4% | +6.3% | -5.9% | -0.1% |
| 6M | +1.2% | +0.6% | +0.6% | +1.1% |
| YTD | +1.5% | +0.6% | +0.9% | +1.3% |
| 1Y | +3.2% | +6.1% | -2.9% | +2.6% |
| 3Y | +25.9% | +102.0% | -76.1% | +19.1% |
| 5Y | +18.6% | +119.2% | -100.6% | +11.2% |
| 10Y | +55.8% | +312.5% | -256.7% | +37.5% |
| All | +151.8% | +115.8% | +36.0% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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