+18.3%
HYG vs M
+28.6%
-10.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.5% |
| 7D | -0.7% | -4.2% | +3.5% | -0.5% |
| 30D | -0.7% | -7.2% | +6.5% | -0.3% |
| 3M | -0.2% | -11.1% | +11.0% | +0.4% |
| 6M | +1.4% | +28.8% | -27.4% | -0.3% |
| YTD | +1.5% | +2.0% | -0.6% | +1.0% |
| 1Y | +2.9% | +31.3% | -28.4% | +0.7% |
| 3Y | +25.6% | +119.1% | -93.4% | +16.7% |
| All | +18.3% | +28.6% | -10.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling