+18.6%
HYG vs HWM
+624.6%
-606.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.2% |
| 7D | -0.7% | -12.5% | +11.8% | +0.6% |
| 30D | -0.6% | -19.0% | +18.4% | +1.5% |
| 3M | +0.4% | -8.6% | +9.0% | +1.1% |
| 6M | +1.2% | -10.2% | +11.4% | +1.9% |
| YTD | +1.5% | +11.3% | -9.9% | -0.5% |
| 1Y | +3.2% | +24.3% | -21.1% | -0.3% |
| 3Y | +25.9% | +382.3% | -356.4% | -2.1% |
| 5Y | +18.6% | +640.6% | -622.0% | -14.7% |
| All | +18.6% | +624.6% | -606.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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