+25.7%
HYG vs ROP
-19.1%
+44.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | -8.0% | +7.3% | -0.2% |
| 30D | -0.6% | -2.7% | +2.2% | -0.4% |
| 3M | +0.4% | +16.6% | -16.2% | -0.9% |
| 6M | +1.2% | +10.4% | -9.1% | +0.3% |
| YTD | +1.5% | -12.1% | +13.6% | +3.2% |
| 1Y | +3.2% | -23.6% | +26.8% | +6.9% |
| All | +25.7% | -19.1% | +44.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling