+151.7%
HYG vs MO
+936.0%
-784.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.7% | +0.1% | -0.9% | -0.7% |
| 30D | -0.7% | +7.1% | -7.9% | -2.0% |
| 3M | -0.2% | -2.0% | +1.8% | -0.1% |
| 6M | +1.4% | +7.3% | -5.9% | -0.4% |
| YTD | +1.5% | +23.5% | -22.0% | -3.1% |
| 1Y | +2.9% | +11.0% | -8.1% | +0.1% |
| 3Y | +25.6% | +95.0% | -69.4% | +8.4% |
| 5Y | +18.6% | +100.6% | -82.1% | +0.6% |
| 10Y | +55.7% | +114.5% | -58.8% | +25.0% |
| All | +151.7% | +936.0% | -784.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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