+55.2%
HYG vs SPGI
+292.2%
-237.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -7.4% | +6.7% | +0.7% |
| 30D | -0.7% | +0.4% | -1.1% | -0.9% |
| 3M | -0.2% | +5.3% | -5.5% | -1.5% |
| 6M | +1.4% | +1.7% | -0.2% | +0.6% |
| YTD | +1.5% | -16.4% | +17.8% | +4.2% |
| 1Y | +2.9% | -20.5% | +23.4% | +6.7% |
| 3Y | +25.6% | +14.2% | +11.4% | +19.4% |
| 5Y | +18.6% | +0.6% | +18.0% | +14.0% |
| All | +55.2% | +292.2% | -237.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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