+151.8%
HYG vs NOC
+1,055.6%
-903.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -0.7% | -1.8% | +1.0% | -0.5% |
| 30D | -0.6% | -9.4% | +8.9% | +0.9% |
| 3M | +0.4% | -3.8% | +4.3% | +0.9% |
| 6M | +1.2% | -28.8% | +30.0% | +6.5% |
| YTD | +1.5% | -7.9% | +9.4% | +2.1% |
| 1Y | +3.2% | -9.0% | +12.2% | +4.0% |
| 3Y | +25.9% | +29.1% | -3.2% | +18.1% |
| 5Y | +18.6% | +58.9% | -40.4% | +5.0% |
| 10Y | +55.8% | +191.2% | -135.5% | +16.8% |
| All | +151.8% | +1,055.6% | -903.8% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling