+25.7%
HYG vs REPL
-33.1%
+58.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | -0.4% |
| 7D | -0.7% | -13.4% | +12.7% | -0.7% |
| 30D | -0.6% | -3.0% | +2.4% | -0.6% |
| 3M | +0.4% | +56.3% | -55.9% | +0.3% |
| 6M | +1.2% | +60.9% | -59.6% | +0.9% |
| YTD | +1.5% | +36.2% | -34.7% | +1.2% |
| 1Y | +3.2% | +121.0% | -117.9% | +2.6% |
| All | +25.7% | -33.1% | +58.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling