+55.2%
HYG vs SO
+159.0%
-103.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -0.7% | -5.0% | +4.3% | +0.1% |
| 3M | -0.2% | -5.8% | +5.6% | +0.7% |
| 6M | +1.4% | -7.9% | +9.4% | +2.7% |
| YTD | +1.5% | +2.4% | -1.0% | +0.8% |
| 1Y | +2.9% | -2.3% | +5.2% | +3.0% |
| 3Y | +25.6% | +41.9% | -16.2% | +16.6% |
| 5Y | +18.6% | +58.1% | -39.5% | +7.1% |
| All | +55.2% | +159.0% | -103.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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