+151.8%
HYG vs ON
+636.3%
-484.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.4% |
| 7D | -0.7% | -4.7% | +4.0% | -0.3% |
| 30D | -0.6% | -13.5% | +12.9% | +0.7% |
| 3M | +0.4% | -36.3% | +36.7% | +3.9% |
| 6M | +1.2% | +17.8% | -16.5% | -1.9% |
| YTD | +1.5% | +29.6% | -28.1% | -2.8% |
| 1Y | +3.2% | +45.8% | -42.6% | -2.6% |
| 3Y | +25.9% | -28.3% | +54.2% | +24.0% |
| 5Y | +18.6% | +49.6% | -31.1% | +5.4% |
| 10Y | +55.8% | +583.9% | -528.1% | +10.7% |
| All | +151.8% | +636.3% | -484.5% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling