+55.6%
HYG vs RACE
+729.2%
-673.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | +0.7% | +6.1% | -5.4% | -0.2% |
| 3M | -2.1% | -0.3% | -1.8% | -2.2% |
| 6M | -0.8% | +23.4% | -24.2% | -4.0% |
| YTD | +0.3% | +12.5% | -12.3% | -2.0% |
| 1Y | +1.8% | -0.5% | +2.2% | +1.2% |
| 3Y | +24.1% | +23.6% | +0.5% | +16.9% |
| 5Y | +17.7% | +65.4% | -47.7% | +3.7% |
| All | +55.6% | +729.2% | -673.6% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling