+19.4%
HYG vs S
-57.1%
+76.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -0.7% | -0.1% | -0.7% |
| 30D | -0.7% | -11.4% | +10.7% | -0.2% |
| 3M | -0.2% | +33.8% | -34.0% | -1.8% |
| 6M | +1.4% | +39.5% | -38.0% | -0.7% |
| YTD | +1.5% | +31.7% | -30.2% | -0.4% |
| 1Y | +2.9% | +7.0% | -4.1% | +1.9% |
| 3Y | +25.6% | +11.8% | +13.9% | +22.4% |
| 5Y | +18.6% | -69.0% | +87.6% | +17.7% |
| All | +19.4% | -57.1% | +76.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling