+67.7%
HYG vs HLT
+641.8%
-574.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -0.7% | -5.0% | +4.3% | 0.0% |
| 3M | -0.2% | -10.4% | +10.2% | +1.2% |
| 6M | +1.4% | +3.2% | -1.8% | +0.8% |
| YTD | +1.5% | +6.7% | -5.3% | +0.2% |
| 1Y | +2.9% | +10.3% | -7.4% | +1.1% |
| 3Y | +25.6% | +99.3% | -73.7% | +12.6% |
| 5Y | +18.6% | +143.7% | -125.1% | +2.1% |
| 10Y | +55.7% | +584.7% | -529.0% | +14.1% |
| All | +67.7% | +641.8% | -574.1% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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