+3.7%
HYG vs LIN
0.0%
+3.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.2% | -4.0% | +3.8% | -0.1% |
| 30D | -0.1% | -4.9% | +4.8% | 0.0% |
| 3M | +0.7% | -9.2% | +9.9% | +0.9% |
| 6M | +1.5% | -2.6% | +4.1% | +1.5% |
| YTD | +1.9% | +10.5% | -8.6% | +1.4% |
| 1Y | +3.7% | -0.1% | +3.8% | +3.7% |
| All | +3.7% | 0.0% | +3.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling