+17.9%
HYG vs SLB
+73.9%
-56.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +2.6% | -2.9% | -0.5% |
| 30D | +0.4% | +4.4% | -4.0% | +0.1% |
| 3M | -1.8% | -2.7% | +0.9% | -1.8% |
| 6M | -0.7% | -7.5% | +6.8% | -0.5% |
| YTD | +0.3% | +34.8% | -34.5% | -1.7% |
| 1Y | +1.4% | +44.6% | -43.2% | -1.1% |
| 3Y | +24.1% | +3.2% | +20.9% | +22.4% |
| All | +17.9% | +73.9% | -56.0% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling