+26.7%
HYG vs PL
+518.4%
-491.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | 0.0% |
| 7D | 0.0% | -7.5% | +7.6% | +0.2% |
| 30D | -0.1% | -25.6% | +25.5% | +0.5% |
| 3M | +1.0% | -45.6% | +46.6% | +2.0% |
| 6M | +2.3% | -29.5% | +31.9% | +2.5% |
| YTD | +2.1% | -9.7% | +11.8% | +1.6% |
| 1Y | +3.8% | +84.4% | -80.6% | +1.4% |
| 3Y | +26.7% | +550.0% | -523.3% | +16.4% |
| All | +26.7% | +518.4% | -491.7% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling