+1.6%
HYG vs SPOT
+0.4%
+1.2%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.7% |
| 7D | -0.1% | +16.6% | -16.7% | -0.2% |
| 30D | +0.7% | +29.9% | -29.2% | +0.6% |
| 3M | -2.0% | +31.3% | -33.3% | -2.2% |
| 6M | -0.9% | +43.2% | -44.1% | -1.1% |
| YTD | +0.1% | +8.1% | -8.0% | +0.1% |
| 1Y | +1.6% | -0.3% | +1.9% | +1.9% |
| All | +1.6% | +0.4% | +1.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling