+149.4%
HYG vs LIN
+1,089.6%
-940.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +0.4% | +7.6% | -7.2% | -1.3% |
| 3M | -1.7% | +6.5% | -8.2% | -3.1% |
| 6M | -0.9% | +6.2% | -7.1% | -2.4% |
| YTD | +0.5% | +23.2% | -22.7% | -4.5% |
| 1Y | +1.8% | +25.4% | -23.6% | -3.6% |
| 3Y | +24.9% | +38.3% | -13.4% | +14.8% |
| 5Y | +17.2% | +64.4% | -47.3% | +2.4% |
| 10Y | +53.6% | +417.3% | -363.7% | -0.1% |
| All | +149.4% | +1,089.6% | -940.3% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling