+55.2%
HYG vs NOC
+192.5%
-137.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | -0.7% | -9.7% | +9.0% | +0.2% |
| 3M | -0.2% | -5.6% | +5.4% | +0.2% |
| 6M | +1.4% | -28.6% | +30.0% | +4.5% |
| YTD | +1.5% | -7.9% | +9.3% | +1.8% |
| 1Y | +2.9% | -9.5% | +12.4% | +3.4% |
| 3Y | +25.6% | +28.4% | -2.7% | +20.7% |
| 5Y | +18.6% | +59.0% | -40.4% | +9.1% |
| All | +55.2% | +192.5% | -137.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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