+151.7%
HYG vs NYT
+244.7%
-92.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -0.7% | +4.6% | -5.3% | -1.2% |
| 3M | -0.2% | -9.6% | +9.4% | +0.6% |
| 6M | +1.4% | -14.0% | +15.4% | +2.6% |
| YTD | +1.5% | -2.8% | +4.3% | +1.3% |
| 1Y | +2.9% | +15.6% | -12.7% | +1.0% |
| 3Y | +25.6% | +56.3% | -30.7% | +18.9% |
| 5Y | +18.6% | +39.5% | -21.0% | +12.2% |
| 10Y | +55.7% | +488.0% | -432.3% | +25.8% |
| All | +151.7% | +244.7% | -92.9% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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