+18.3%
HYG vs RPRX
+70.9%
-52.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -8.4% | +7.7% | +0.1% |
| 30D | -0.7% | -0.6% | -0.1% | -0.7% |
| 3M | -0.2% | +6.4% | -6.6% | -0.9% |
| 6M | +1.4% | +26.6% | -25.2% | -1.0% |
| YTD | +1.5% | +53.8% | -52.3% | -2.9% |
| 1Y | +2.9% | +62.8% | -59.9% | -2.2% |
| 3Y | +25.6% | +118.0% | -92.4% | +15.0% |
| All | +18.3% | +70.9% | -52.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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