+2.1%
HYG vs Q
+79.8%
-77.6%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -0.7% | +4.9% | -5.6% | -0.9% |
| 30D | -0.7% | -11.0% | +10.2% | -0.4% |
| 3M | -0.2% | -15.2% | +15.0% | +0.2% |
| 6M | +1.4% | +8.8% | -7.4% | +0.6% |
| YTD | +1.5% | +55.1% | -53.6% | -0.3% |
| All | +2.1% | +79.8% | -77.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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