+55.2%
HYG vs NEM
+319.0%
-263.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.7% |
| 30D | -0.7% | +7.8% | -8.6% | -1.2% |
| 3M | -0.2% | +30.2% | -30.4% | -1.9% |
| 6M | +1.4% | +9.6% | -8.2% | +0.5% |
| YTD | +1.5% | +27.8% | -26.4% | -0.6% |
| 1Y | +2.9% | +60.7% | -57.8% | -0.9% |
| 3Y | +25.6% | +245.3% | -219.6% | +13.7% |
| 5Y | +18.6% | +155.3% | -136.8% | +8.6% |
| All | +55.2% | +319.0% | -263.8% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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