+151.7%
HYG vs NRG
+295.4%
-143.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -4.7% | +4.0% | -0.2% |
| 30D | -0.7% | -6.0% | +5.2% | -0.1% |
| 3M | -0.2% | -8.0% | +7.8% | +0.2% |
| 6M | +1.4% | -23.2% | +24.6% | +3.6% |
| YTD | +1.5% | -28.1% | +29.5% | +4.2% |
| 1Y | +2.9% | -27.3% | +30.2% | +5.2% |
| 3Y | +25.6% | +208.7% | -183.0% | +3.9% |
| 5Y | +18.6% | +197.7% | -179.1% | -2.7% |
| 10Y | +55.7% | +1,103.3% | -1,047.6% | +1.2% |
| All | +151.7% | +295.4% | -143.6% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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