+55.2%
HYG vs P
+684.8%
-629.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.3% |
| 7D | -0.7% | -4.1% | +3.4% | -0.5% |
| 30D | -0.6% | -14.0% | +13.4% | +0.2% |
| 3M | +0.4% | +41.4% | -41.0% | -2.1% |
| 6M | +1.2% | +54.2% | -52.9% | -2.2% |
| YTD | +1.5% | +40.4% | -38.9% | -1.7% |
| 1Y | +3.2% | +16.0% | -12.8% | +0.7% |
| 3Y | +25.9% | +140.7% | -114.8% | +13.7% |
| 5Y | +18.6% | +256.3% | -237.7% | +2.5% |
| All | +55.2% | +684.8% | -629.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling