+3.9%
HYG vs ON
+56.1%
-52.2%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.2% |
| 30D | +0.1% | -3.3% | +3.4% | +0.2% |
| 3M | +0.7% | -43.6% | +44.2% | +1.8% |
| 6M | +1.5% | +19.0% | -17.5% | 0.0% |
| YTD | +2.2% | +37.4% | -35.2% | +0.3% |
| 1Y | +3.9% | +54.8% | -50.9% | +1.4% |
| All | +3.9% | +56.1% | -52.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling