+2.9%
HYG vs PM
+19.3%
-16.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.7% | +4.7% | -5.4% | -0.7% |
| 30D | -0.7% | +2.6% | -3.3% | -0.7% |
| 3M | -0.2% | +6.6% | -6.8% | -0.2% |
| 6M | +1.4% | +16.5% | -15.1% | +1.2% |
| YTD | +1.5% | +21.2% | -19.7% | +1.4% |
| 1Y | +2.9% | +17.9% | -15.0% | +2.4% |
| All | +2.9% | +19.3% | -16.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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