+1.6%
HYG vs MSCI
+17.3%
-15.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.6% |
| 7D | -0.1% | +11.5% | -11.6% | -0.3% |
| 30D | +0.7% | +22.1% | -21.4% | +0.3% |
| 3M | -2.0% | +18.4% | -20.4% | -2.4% |
| 6M | -0.9% | +16.6% | -17.5% | -1.3% |
| YTD | +0.1% | +18.8% | -18.8% | -0.5% |
| 1Y | +1.6% | +19.0% | -17.4% | +1.2% |
| All | +1.6% | +17.3% | -15.6% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling