+18.3%
HYG vs RRC
+142.8%
-124.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -0.7% | +2.7% | -3.4% | -0.9% |
| 3M | -0.2% | +8.8% | -9.0% | -0.7% |
| 6M | +1.4% | -1.2% | +2.6% | +1.4% |
| YTD | +1.5% | +17.6% | -16.1% | +0.4% |
| 1Y | +2.9% | +18.4% | -15.5% | +1.7% |
| 3Y | +25.6% | +33.1% | -7.4% | +22.7% |
| All | +18.3% | +142.8% | -124.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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