+25.6%
HYG vs ROST
+98.0%
-72.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -0.7% | -6.9% | +6.1% | -0.2% |
| 3M | -0.2% | -3.3% | +3.1% | 0.0% |
| 6M | +1.4% | +9.0% | -7.6% | +0.5% |
| YTD | +1.5% | +28.9% | -27.4% | -1.1% |
| 1Y | +2.9% | +54.0% | -51.1% | -1.4% |
| 3Y | +25.6% | +100.7% | -75.1% | +16.6% |
| All | +25.6% | +98.0% | -72.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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