+18.3%
HYG vs QS
-74.9%
+93.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | -0.7% | -3.6% | +2.9% | -0.6% |
| 30D | -0.7% | -17.2% | +16.5% | -0.1% |
| 3M | -0.2% | -27.0% | +26.8% | +0.7% |
| 6M | +1.4% | -24.6% | +26.0% | +2.0% |
| YTD | +1.5% | -49.3% | +50.8% | +3.3% |
| 1Y | +2.9% | -40.3% | +43.2% | +3.5% |
| 3Y | +25.6% | -23.8% | +49.5% | +21.2% |
| All | +18.3% | -74.9% | +93.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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