+153.0%
HYG vs SBAC
+572.7%
-419.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.1% | +3.9% | -3.9% | -0.7% |
| 3M | +0.7% | -8.2% | +8.9% | +1.8% |
| 6M | +1.5% | -2.8% | +4.3% | +1.2% |
| YTD | +1.9% | -1.5% | +3.5% | +1.3% |
| 1Y | +3.7% | 0.0% | +3.7% | +2.7% |
| 3Y | +26.5% | -8.4% | +34.9% | +25.4% |
| 5Y | +19.0% | -43.5% | +62.5% | +26.6% |
| 10Y | +56.5% | +86.9% | -30.4% | +31.8% |
| All | +153.0% | +572.7% | -419.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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