+151.8%
HYG vs OMC
+167.0%
-15.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.7% |
| 7D | -0.7% | -6.2% | +5.5% | +0.4% |
| 30D | -0.6% | -7.6% | +7.0% | +0.7% |
| 3M | +0.4% | +7.4% | -7.0% | -1.2% |
| 6M | +1.2% | +0.1% | +1.1% | +0.7% |
| YTD | +1.5% | +0.4% | +1.0% | +0.4% |
| 1Y | +3.2% | +7.8% | -4.6% | +0.4% |
| 3Y | +25.9% | +11.8% | +14.1% | +19.8% |
| 5Y | +18.6% | +32.5% | -13.9% | +7.1% |
| 10Y | +55.8% | +34.2% | +21.5% | +34.6% |
| All | +151.8% | +167.0% | -15.2% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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