+2.9%
HYG vs PL
+79.0%
-76.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.7% | -9.2% | +8.5% | -0.6% |
| 30D | -0.7% | -32.9% | +32.1% | -0.3% |
| 3M | -0.2% | -51.9% | +51.7% | +0.5% |
| 6M | +1.4% | -35.3% | +36.8% | +1.8% |
| YTD | +1.5% | -16.6% | +18.0% | +1.5% |
| 1Y | +2.9% | +70.1% | -67.2% | +2.1% |
| All | +2.9% | +79.0% | -76.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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