+126.8%
HYG vs LYB
+624.6%
-497.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -0.7% | +2.5% | -3.2% | -1.1% |
| 3M | -0.2% | +1.4% | -1.6% | -0.5% |
| 6M | +1.4% | -3.5% | +4.9% | +1.1% |
| YTD | +1.5% | +52.0% | -50.5% | -4.7% |
| 1Y | +2.9% | +22.1% | -19.2% | -0.9% |
| 3Y | +25.6% | -22.8% | +48.4% | +27.0% |
| 5Y | +18.6% | -3.4% | +21.9% | +15.2% |
| 10Y | +55.7% | +47.4% | +8.4% | +35.6% |
| All | +126.8% | +624.6% | -497.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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