+153.0%
HYG vs RIG
-92.7%
+245.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | -8.2% | +8.0% | +0.3% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | +0.7% | -2.7% | +3.4% | +0.7% |
| 6M | +1.5% | -7.5% | +9.0% | +1.6% |
| YTD | +1.9% | +38.3% | -36.3% | -0.6% |
| 1Y | +3.7% | +81.8% | -78.1% | -0.9% |
| 3Y | +26.5% | -30.2% | +56.7% | +26.1% |
| 5Y | +19.0% | +59.9% | -41.0% | +8.9% |
| 10Y | +56.5% | -41.9% | +98.4% | +36.1% |
| All | +153.0% | -92.7% | +245.6% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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