+18.3%
HYG vs ROP
-16.2%
+34.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | -8.0% | +7.3% | +0.5% |
| 30D | -0.6% | -2.7% | +2.2% | -0.2% |
| 3M | +0.4% | +16.6% | -16.2% | -2.3% |
| 6M | +1.2% | +10.4% | -9.1% | -0.7% |
| YTD | +1.5% | -12.1% | +13.6% | +3.9% |
| 1Y | +3.2% | -23.6% | +26.8% | +8.6% |
| 3Y | +25.9% | -19.3% | +45.2% | +29.1% |
| All | +18.3% | -16.2% | +34.5% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling