+148.4%
HYG vs LIN
+1,078.0%
-929.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +0.1% | +6.5% | -6.4% | -1.3% |
| 3M | -1.8% | +5.5% | -7.3% | -3.1% |
| 6M | -1.3% | +3.3% | -4.6% | -2.2% |
| YTD | +0.1% | +22.0% | -21.9% | -4.6% |
| 1Y | +1.5% | +25.7% | -24.2% | -4.0% |
| 3Y | +23.8% | +36.2% | -12.5% | +14.2% |
| 5Y | +16.7% | +66.1% | -49.4% | +1.7% |
| 10Y | +53.8% | +431.0% | -377.2% | -0.6% |
| All | +148.4% | +1,078.0% | -929.6% | +30.0% |
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