+151.8%
HYG vs ROST
+3,115.2%
-2,963.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -2.5% | +1.7% | -0.4% |
| 30D | -0.6% | -10.3% | +9.7% | +0.7% |
| 3M | +0.4% | -2.6% | +3.0% | +0.6% |
| 6M | +1.2% | +6.5% | -5.3% | +0.2% |
| YTD | +1.5% | +25.9% | -24.4% | -1.8% |
| 1Y | +3.2% | +52.3% | -49.2% | -2.6% |
| 3Y | +25.9% | +94.6% | -68.7% | +14.4% |
| 5Y | +18.6% | +111.1% | -92.5% | +5.1% |
| 10Y | +55.8% | +308.9% | -253.1% | +23.6% |
| All | +151.8% | +3,115.2% | -2,963.4% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling