+91.9%
HYG vs INDA
+107.4%
-15.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.7% | -3.6% | +2.9% | 0.0% |
| 30D | -0.6% | -4.0% | +3.4% | +0.2% |
| 3M | +0.4% | +1.7% | -1.3% | +0.1% |
| 6M | +1.2% | -3.6% | +4.9% | +1.8% |
| YTD | +1.5% | -11.0% | +12.5% | +3.6% |
| 1Y | +3.2% | -9.5% | +12.7% | +5.0% |
| 3Y | +25.9% | +7.6% | +18.3% | +23.3% |
| 5Y | +18.6% | +4.8% | +13.8% | +16.3% |
| 10Y | +55.8% | +82.3% | -26.5% | +34.7% |
| All | +91.9% | +107.4% | -15.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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