+151.8%
HYG vs NEM
+318.9%
-167.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -0.7% | -3.3% | +2.5% | -0.6% |
| 30D | -0.6% | +7.8% | -8.4% | -1.0% |
| 3M | +0.4% | +36.3% | -35.8% | -1.3% |
| 6M | +1.2% | +6.6% | -5.3% | +0.6% |
| YTD | +1.5% | +27.1% | -25.7% | -0.2% |
| 1Y | +3.2% | +62.3% | -59.2% | -0.1% |
| 3Y | +25.9% | +245.1% | -219.2% | +16.3% |
| 5Y | +18.6% | +154.0% | -135.4% | +10.6% |
| 10Y | +55.8% | +311.0% | -255.2% | +40.5% |
| All | +151.8% | +318.9% | -167.1% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling