+19.1%
HYG vs RACE
+88.0%
-68.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | -2.6% | +2.5% | +0.2% |
| 30D | -0.1% | -1.1% | +1.0% | 0.0% |
| 3M | +0.7% | +12.5% | -11.8% | -1.0% |
| 6M | +1.5% | +17.4% | -15.9% | -0.9% |
| YTD | +1.9% | +10.1% | -8.2% | +0.2% |
| 1Y | +3.7% | -15.1% | +18.9% | +5.5% |
| 3Y | +26.5% | +38.9% | -12.4% | +14.5% |
| All | +19.1% | +88.0% | -68.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling