+154.0%
HYG vs POET
-20.5%
+174.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -0.7% | -10.4% | +9.6% | -0.6% |
| 3M | -0.2% | -29.3% | +29.1% | 0.0% |
| 6M | +1.4% | +6.9% | -5.4% | +0.6% |
| YTD | +1.5% | +25.6% | -24.1% | +0.4% |
| 1Y | +2.9% | +49.2% | -46.3% | +1.5% |
| 3Y | +25.6% | +128.4% | -102.8% | +21.8% |
| 5Y | +18.6% | -4.2% | +22.8% | +15.4% |
| 10Y | +55.7% | +30.3% | +25.4% | +48.8% |
| All | +154.0% | -20.5% | +174.5% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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