+56.2%
HYG vs HWM
+1,323.5%
-1,267.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.7% | +10.6% | +1.0% |
| 7D | 0.0% | -9.2% | +9.2% | +0.9% |
| 30D | -0.1% | -17.9% | +17.8% | +1.8% |
| 3M | +1.0% | -6.0% | +7.0% | +1.3% |
| 6M | +2.3% | -7.4% | +9.7% | +2.7% |
| YTD | +2.1% | +13.1% | -11.0% | +0.2% |
| 1Y | +3.8% | +29.3% | -25.5% | +0.3% |
| 3Y | +26.7% | +389.9% | -363.2% | +4.5% |
| 5Y | +19.3% | +655.5% | -636.3% | -6.8% |
| All | +56.2% | +1,323.5% | -1,267.3% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling