+151.8%
HYG vs HRB
+335.8%
-184.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | -12.2% | +11.4% | +0.5% |
| 30D | -0.6% | -3.0% | +2.4% | -0.5% |
| 3M | +0.4% | +21.7% | -21.3% | -1.9% |
| 6M | +1.2% | +52.3% | -51.1% | -3.8% |
| YTD | +1.5% | +6.5% | -5.0% | 0.0% |
| 1Y | +3.2% | -6.7% | +9.9% | +3.0% |
| 3Y | +25.9% | +25.1% | +0.8% | +20.5% |
| 5Y | +18.6% | +113.8% | -95.2% | +5.7% |
| 10Y | +55.8% | +204.8% | -149.0% | +27.4% |
| All | +151.8% | +335.8% | -184.0% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling