+17.1%
HYG vs NET
+36.7%
-19.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | -0.1% | -16.4% | +16.3% | +0.8% |
| 30D | +0.7% | -25.8% | +26.5% | +2.1% |
| 3M | -2.0% | -11.5% | +9.5% | -1.7% |
| 6M | -0.9% | +18.9% | -19.8% | -2.5% |
| YTD | +0.1% | +35.2% | -35.2% | -2.7% |
| 1Y | +1.6% | +14.5% | -12.9% | -0.3% |
| 3Y | +23.2% | +313.8% | -290.6% | +10.3% |
| 5Y | +17.1% | +32.6% | -15.5% | +3.8% |
| All | +17.1% | +36.7% | -19.7% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling