+55.2%
HYG vs HRB
+209.1%
-153.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.7% | -8.0% | +7.3% | -0.1% |
| 30D | -0.7% | -16.0% | +15.2% | +0.5% |
| 3M | -0.2% | +26.9% | -27.1% | -2.3% |
| 6M | +1.4% | +51.1% | -49.7% | -2.5% |
| YTD | +1.5% | +7.1% | -5.6% | +0.4% |
| 1Y | +2.9% | -9.6% | +12.5% | +3.3% |
| 3Y | +25.6% | +25.4% | +0.2% | +21.2% |
| 5Y | +18.6% | +114.9% | -96.4% | +7.7% |
| All | +55.2% | +209.1% | -153.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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