+55.6%
HYG vs SLB
-12.7%
+68.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -0.4% | +3.5% | -3.9% | -0.7% |
| 30D | +0.7% | +6.5% | -5.8% | +0.1% |
| 3M | -2.1% | -0.2% | -1.9% | -2.2% |
| 6M | -0.8% | -5.7% | +4.9% | -0.6% |
| YTD | +0.3% | +36.8% | -36.6% | -2.8% |
| 1Y | +1.8% | +45.8% | -44.0% | -1.9% |
| 3Y | +24.1% | +3.4% | +20.8% | +22.1% |
| 5Y | +17.7% | +76.1% | -58.4% | +8.5% |
| All | +55.6% | -12.7% | +68.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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