+69.0%
HYG vs P
+485.4%
-416.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -0.2% | +6.5% | -6.7% | -0.6% |
| 30D | +0.1% | +18.8% | -18.7% | -1.1% |
| 3M | +0.7% | +26.7% | -26.1% | -1.1% |
| 6M | +1.5% | +62.2% | -60.7% | -2.1% |
| YTD | +2.2% | +48.5% | -46.3% | -1.2% |
| 1Y | +3.9% | +26.4% | -22.5% | +1.0% |
| 3Y | +26.0% | +159.4% | -133.4% | +13.9% |
| 5Y | +19.2% | +275.8% | -256.6% | +3.6% |
| 10Y | +54.8% | +732.0% | -677.2% | +25.0% |
| All | +69.0% | +485.4% | -416.4% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling