+42.2%
HYG vs REPL
-19.2%
+61.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.7% | -14.1% | +13.4% | -0.5% |
| 30D | -0.7% | -15.2% | +14.5% | -0.5% |
| 3M | -0.2% | +49.9% | -50.1% | -1.4% |
| 6M | +1.4% | +63.5% | -62.1% | -1.4% |
| YTD | +1.5% | +32.9% | -31.5% | -1.1% |
| 1Y | +2.9% | +115.0% | -112.1% | -1.6% |
| 3Y | +25.6% | -34.7% | +60.4% | +18.7% |
| 5Y | +18.6% | -59.7% | +78.2% | +12.6% |
| All | +42.2% | -19.2% | +61.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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