+151.8%
HYG vs RMD
+946.1%
-794.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.7% | -4.2% | +3.4% | -0.2% |
| 30D | -0.6% | -2.1% | +1.5% | -0.3% |
| 3M | +0.4% | +13.8% | -13.3% | -1.5% |
| 6M | +1.2% | -10.6% | +11.8% | +2.4% |
| YTD | +1.5% | -8.1% | +9.6% | +2.2% |
| 1Y | +3.2% | -18.0% | +21.1% | +5.4% |
| 3Y | +25.9% | +52.9% | -27.0% | +15.9% |
| 5Y | +18.6% | -22.3% | +40.9% | +19.0% |
| 10Y | +55.8% | +274.8% | -219.0% | +19.4% |
| All | +151.8% | +946.1% | -794.3% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling