+18.3%
HYG vs HST
+74.5%
-56.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | -0.7% | -2.5% | +1.7% | -0.4% |
| 3M | -0.2% | -5.1% | +4.9% | +0.4% |
| 6M | +1.4% | +21.6% | -20.2% | -1.5% |
| YTD | +1.5% | +31.6% | -30.2% | -2.7% |
| 1Y | +2.9% | +36.1% | -33.3% | -1.9% |
| 3Y | +25.6% | +66.5% | -40.8% | +14.9% |
| All | +18.3% | +74.5% | -56.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 5y: compounded portfolio wealth divided by compounded HST 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…
5y analysis · Full analysis span regression · 6 months rolling