+19.0%
HYG vs RF
+88.8%
-69.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | -0.1% | 0.0% | -0.2% |
| 30D | -0.1% | -4.0% | +3.9% | +0.3% |
| 3M | +0.7% | +5.6% | -4.9% | 0.0% |
| 6M | +1.5% | +13.1% | -11.5% | 0.0% |
| YTD | +1.9% | +13.6% | -11.6% | +0.3% |
| 1Y | +3.7% | +16.0% | -12.2% | +1.7% |
| 3Y | +26.5% | +90.2% | -63.7% | +15.8% |
| 5Y | +19.0% | +87.0% | -68.0% | +9.3% |
| All | +19.0% | +88.8% | -69.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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