+55.2%
HYG vs RMD
+274.3%
-219.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.7% | -4.4% | +3.7% | -0.2% |
| 30D | -0.7% | -3.1% | +2.4% | -0.4% |
| 3M | -0.2% | +13.8% | -14.0% | -1.8% |
| 6M | +1.4% | -8.6% | +10.0% | +2.2% |
| YTD | +1.5% | -8.6% | +10.1% | +2.1% |
| 1Y | +2.9% | -19.7% | +22.6% | +5.1% |
| 3Y | +25.6% | +48.4% | -22.7% | +17.3% |
| 5Y | +18.6% | -22.7% | +41.3% | +19.1% |
| All | +55.2% | +274.3% | -219.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling