+18.6%
HYG vs RL
+223.8%
-205.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.7% | -2.2% | +1.4% | -0.5% |
| 30D | -0.6% | -15.3% | +14.8% | +1.1% |
| 3M | +0.4% | -10.3% | +10.8% | +1.4% |
| 6M | +1.2% | -2.2% | +3.5% | +1.0% |
| YTD | +1.5% | -4.3% | +5.8% | +1.4% |
| 1Y | +3.2% | +8.9% | -5.7% | +1.5% |
| 3Y | +25.9% | +201.4% | -175.5% | +7.5% |
| 5Y | +18.6% | +230.6% | -212.0% | -2.2% |
| All | +18.6% | +223.8% | -205.2% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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