+1.5%
HYG vs RBRK
+46.9%
-45.3%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.3% | -14.8% | +14.6% | 0.0% |
| 30D | +0.1% | -14.5% | +14.6% | +0.3% |
| 3M | -1.8% | +25.0% | -26.8% | -2.1% |
| 6M | -1.3% | +83.0% | -84.3% | -2.1% |
| YTD | +0.1% | +38.3% | -38.1% | -0.8% |
| 1Y | +1.5% | +47.8% | -46.3% | +0.5% |
| All | +1.5% | +46.9% | -45.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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