+18.3%
HYG vs PODD
-55.4%
+73.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -0.7% | -10.5% | +9.8% | 0.0% |
| 30D | -0.7% | -9.0% | +8.3% | -0.2% |
| 3M | -0.2% | -11.5% | +11.4% | +0.3% |
| 6M | +1.4% | -44.7% | +46.2% | +5.1% |
| YTD | +1.5% | -53.6% | +55.0% | +6.4% |
| 1Y | +2.9% | -61.0% | +63.8% | +9.2% |
| 3Y | +25.6% | -24.7% | +50.4% | +24.9% |
| All | +18.3% | -55.4% | +73.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 5y: compounded portfolio wealth divided by compounded PODD 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…
5y analysis · Full analysis span regression · 6 months rolling