+25.6%
HYG vs SM
-0.9%
+26.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +4.6% | -5.3% | -0.8% |
| 30D | -0.7% | +18.2% | -18.9% | -1.1% |
| 3M | -0.2% | +22.5% | -22.7% | -0.7% |
| 6M | +1.4% | +50.6% | -49.1% | 0.0% |
| YTD | +1.5% | +108.1% | -106.7% | -1.4% |
| 1Y | +2.9% | +46.0% | -43.1% | +1.4% |
| 3Y | +25.6% | +2.9% | +22.8% | +22.7% |
| All | +25.6% | -0.9% | +26.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling