+153.0%
HYG vs NDAQ
+1,072.0%
-919.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | -0.1% | -1.5% | +1.4% | +0.1% |
| 3M | +0.7% | +8.0% | -7.4% | -0.7% |
| 6M | +1.5% | +7.7% | -6.2% | 0.0% |
| YTD | +1.9% | -2.3% | +4.3% | +1.8% |
| 1Y | +3.7% | +0.6% | +3.2% | +3.0% |
| 3Y | +26.5% | +90.9% | -64.4% | +12.5% |
| 5Y | +19.0% | +52.5% | -33.5% | +8.8% |
| 10Y | +56.5% | +380.3% | -323.8% | +17.9% |
| All | +153.0% | +1,072.0% | -919.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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