+18.3%
HYG vs RNG
-68.4%
+86.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.7% | -6.1% | +5.4% | -0.4% |
| 30D | -0.7% | +9.6% | -10.3% | -1.2% |
| 3M | -0.2% | +83.3% | -83.5% | -3.6% |
| 6M | +1.4% | +77.9% | -76.5% | -2.2% |
| YTD | +1.5% | +139.9% | -138.5% | -4.4% |
| 1Y | +2.9% | +121.7% | -118.8% | -2.7% |
| 3Y | +25.6% | +121.9% | -96.2% | +16.9% |
| All | +18.3% | -68.4% | +86.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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