+18.6%
HYG vs SPGI
+0.1%
+18.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.7% | -8.9% | +8.2% | +0.7% |
| 30D | -0.6% | +0.6% | -1.2% | -0.8% |
| 3M | +0.4% | +2.0% | -1.6% | -0.2% |
| 6M | +1.2% | +0.1% | +1.1% | +0.8% |
| YTD | +1.5% | -16.4% | +17.9% | +4.2% |
| 1Y | +3.2% | -18.9% | +22.1% | +6.4% |
| 3Y | +25.9% | +13.8% | +12.1% | +18.9% |
| 5Y | +18.6% | +0.5% | +18.1% | +10.7% |
| All | +18.6% | +0.1% | +18.5% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling