+151.7%
HYG vs O
+484.8%
-333.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -2.9% | +2.1% | -0.3% |
| 30D | -0.7% | -4.5% | +3.8% | -0.1% |
| 3M | -0.2% | -2.6% | +2.4% | +0.1% |
| 6M | +1.4% | -5.6% | +7.1% | +2.2% |
| YTD | +1.5% | +9.3% | -7.8% | 0.0% |
| 1Y | +2.9% | +4.3% | -1.4% | +2.1% |
| 3Y | +25.6% | +27.4% | -1.8% | +20.4% |
| 5Y | +18.6% | +17.1% | +1.5% | +14.7% |
| 10Y | +55.7% | +53.7% | +2.0% | +41.3% |
| All | +151.7% | +484.8% | -333.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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