+1.6%
HYG vs RACE
+10.6%
-8.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.5% |
| 7D | -0.1% | +9.9% | -10.0% | -0.6% |
| 30D | +0.7% | +12.8% | -12.1% | +0.1% |
| 3M | -2.0% | +7.4% | -9.4% | -2.4% |
| 6M | -0.9% | +27.6% | -28.5% | -2.2% |
| YTD | +0.1% | +18.4% | -18.3% | -1.1% |
| 1Y | +1.6% | +9.5% | -7.9% | +0.7% |
| All | +1.6% | +10.6% | -8.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling