+32.1%
HYG vs NET
+1,449.6%
-1,417.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -0.2% | -7.0% | +6.8% | +0.1% |
| 30D | +0.1% | -4.8% | +4.9% | +0.2% |
| 3M | +0.7% | +3.8% | -3.2% | +0.3% |
| 6M | +1.5% | +50.0% | -48.6% | -1.1% |
| YTD | +2.2% | +41.5% | -39.3% | -0.3% |
| 1Y | +3.9% | +32.8% | -28.9% | +1.6% |
| 3Y | +26.0% | +335.9% | -309.9% | +14.6% |
| 5Y | +19.2% | +113.8% | -94.7% | +7.6% |
| All | +32.1% | +1,449.6% | -1,417.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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