+55.2%
HYG vs SLB
-4.6%
+59.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -2.5% | +1.8% | -0.5% |
| 30D | -0.7% | +7.1% | -7.8% | -1.3% |
| 3M | -0.2% | +0.6% | -0.8% | -0.4% |
| 6M | +1.4% | +17.6% | -16.2% | -0.2% |
| YTD | +1.5% | +48.5% | -47.0% | -2.3% |
| 1Y | +2.9% | +59.4% | -56.5% | -1.6% |
| 3Y | +25.6% | -0.4% | +26.0% | +24.1% |
| 5Y | +18.6% | +133.8% | -115.2% | +6.2% |
| All | +55.2% | -4.6% | +59.8% | +43.1% |
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