+55.2%
HYG vs QSR
+135.2%
-80.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.7% | -4.0% | +3.3% | -0.1% |
| 30D | -0.7% | +2.8% | -3.5% | -1.1% |
| 3M | -0.2% | +5.1% | -5.3% | -1.0% |
| 6M | +1.4% | +8.8% | -7.4% | -0.1% |
| YTD | +1.5% | +14.8% | -13.4% | -0.9% |
| 1Y | +2.9% | +25.7% | -22.8% | -1.0% |
| 3Y | +25.6% | +27.5% | -1.9% | +19.6% |
| 5Y | +18.6% | +41.3% | -22.7% | +10.1% |
| All | +55.2% | +135.2% | -80.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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