+55.2%
HYG vs ROP
+135.6%
-80.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | +0.1% |
| 30D | -0.7% | -1.7% | +1.0% | -0.5% |
| 3M | -0.2% | +17.1% | -17.3% | -3.4% |
| 6M | +1.4% | +10.9% | -9.4% | -0.9% |
| YTD | +1.5% | -12.1% | +13.5% | +3.5% |
| 1Y | +2.9% | -24.2% | +27.1% | +8.1% |
| 3Y | +25.6% | -20.4% | +46.0% | +29.6% |
| 5Y | +18.6% | -15.4% | +33.9% | +19.4% |
| All | +55.2% | +135.6% | -80.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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