+55.2%
HYG vs M
-3.0%
+58.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.4% |
| 7D | -0.7% | -4.2% | +3.5% | -0.5% |
| 30D | -0.7% | -7.2% | +6.5% | -0.4% |
| 3M | -0.2% | -11.1% | +11.0% | +0.3% |
| 6M | +1.4% | +28.8% | -27.4% | -0.2% |
| YTD | +1.5% | +2.0% | -0.6% | +1.0% |
| 1Y | +2.9% | +31.3% | -28.4% | +0.9% |
| 3Y | +25.6% | +119.1% | -93.4% | +17.8% |
| 5Y | +18.6% | +29.7% | -11.1% | +12.6% |
| All | +55.2% | -3.0% | +58.2% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling