+153.0%
HYG vs ROL
+1,402.9%
-1,250.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.3% |
| 30D | -0.1% | -7.2% | +7.1% | +0.9% |
| 3M | +0.7% | -27.0% | +27.7% | +4.7% |
| 6M | +1.5% | -39.5% | +41.0% | +8.1% |
| YTD | +1.9% | -41.8% | +43.7% | +8.9% |
| 1Y | +3.7% | -38.9% | +42.6% | +9.9% |
| 3Y | +26.5% | -0.4% | +26.9% | +24.7% |
| 5Y | +19.0% | -4.2% | +23.2% | +16.8% |
| 10Y | +56.5% | +208.2% | -151.7% | +27.9% |
| All | +153.0% | +1,402.9% | -1,250.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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