+153.0%
HYG vs RGEN
+4,348.8%
-4,195.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -0.2% | -4.6% | +4.4% | +0.1% |
| 30D | -0.1% | +1.2% | -1.2% | -0.2% |
| 3M | +0.7% | +26.8% | -26.1% | -0.9% |
| 6M | +1.5% | +29.1% | -27.5% | -0.3% |
| YTD | +1.9% | +0.7% | +1.2% | +1.5% |
| 1Y | +3.7% | +39.1% | -35.3% | +1.1% |
| 3Y | +26.5% | +2.2% | +24.2% | +23.8% |
| 5Y | +19.0% | -44.0% | +62.9% | +18.6% |
| 10Y | +56.5% | +412.7% | -356.2% | +36.3% |
| All | +153.0% | +4,348.8% | -4,195.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 all: compounded portfolio wealth divided by compounded RGEN 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…
all analysis · Full analysis span regression · 6 months rolling