+55.2%
HYG vs PSX
+386.4%
-331.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -0.7% | +15.6% | -16.4% | -2.1% |
| 3M | -0.2% | +46.5% | -46.7% | -4.0% |
| 6M | +1.4% | +55.0% | -53.6% | -3.1% |
| YTD | +1.5% | +105.3% | -103.8% | -6.0% |
| 1Y | +2.9% | +101.6% | -98.7% | -4.6% |
| 3Y | +25.6% | +134.1% | -108.5% | +13.4% |
| 5Y | +18.6% | +368.7% | -350.1% | -2.7% |
| All | +55.2% | +386.4% | -331.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling