+153.4%
HYG vs SPGI
+945.3%
-791.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | -0.1% | +5.4% | -5.5% | -1.1% |
| 3M | +1.0% | +9.0% | -8.1% | -1.0% |
| 6M | +2.3% | +0.8% | +1.5% | +1.7% |
| YTD | +2.1% | -12.6% | +14.7% | +3.9% |
| 1Y | +3.8% | -16.1% | +19.9% | +6.2% |
| 3Y | +26.7% | +19.0% | +7.7% | +20.3% |
| 5Y | +19.3% | +5.1% | +14.2% | +14.7% |
| 10Y | +55.3% | +295.5% | -240.2% | +13.3% |
| All | +153.4% | +945.3% | -791.9% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling