+151.7%
HYG vs INFY
+161.7%
-10.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -0.7% | -5.4% | +4.7% | 0.0% |
| 30D | -0.7% | -9.9% | +9.1% | +0.7% |
| 3M | -0.2% | -4.6% | +4.4% | +0.1% |
| 6M | +1.4% | -18.5% | +19.9% | +3.7% |
| YTD | +1.5% | -36.5% | +38.0% | +7.2% |
| 1Y | +2.9% | -32.8% | +35.6% | +7.6% |
| 3Y | +25.6% | -32.2% | +57.8% | +30.0% |
| 5Y | +18.6% | -44.7% | +63.2% | +25.2% |
| 10Y | +55.7% | +82.3% | -26.6% | +32.8% |
| All | +151.7% | +161.7% | -10.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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