+25.6%
HYG vs ON
-23.2%
+48.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.5% | -0.3% |
| 7D | -0.7% | +2.4% | -3.1% | -0.8% |
| 30D | -0.7% | -8.6% | +7.9% | -0.4% |
| 3M | -0.2% | -34.3% | +34.1% | +1.1% |
| 6M | +1.4% | +28.5% | -27.1% | -0.5% |
| YTD | +1.5% | +40.6% | -39.2% | -1.0% |
| 1Y | +2.9% | +55.3% | -52.4% | -0.2% |
| 3Y | +25.6% | -22.2% | +47.8% | +23.5% |
| All | +25.6% | -23.2% | +48.9% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling