+151.7%
HYG vs NI
+775.0%
-623.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -0.7% | -1.4% | +0.7% | -0.5% |
| 3M | -0.2% | -10.6% | +10.4% | +1.9% |
| 6M | +1.4% | -9.3% | +10.7% | +3.2% |
| YTD | +1.5% | +1.1% | +0.3% | +0.9% |
| 1Y | +2.9% | +3.4% | -0.5% | +1.8% |
| 3Y | +25.6% | +67.9% | -42.2% | +11.7% |
| 5Y | +18.6% | +98.0% | -79.4% | +1.0% |
| 10Y | +55.7% | +143.6% | -87.8% | +22.8% |
| All | +151.7% | +775.0% | -623.3% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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