+44.8%
HYG vs SPOT
+216.9%
-172.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -0.7% | +7.4% | -8.1% | -1.2% |
| 3M | -0.2% | +8.2% | -8.4% | -0.8% |
| 6M | +1.4% | +2.2% | -0.8% | +1.0% |
| YTD | +1.5% | -9.5% | +10.9% | +1.6% |
| 1Y | +2.9% | -23.8% | +26.7% | +4.2% |
| 3Y | +25.6% | +233.5% | -207.8% | +12.2% |
| 5Y | +18.6% | +112.2% | -93.6% | +6.1% |
| All | +44.8% | +216.9% | -172.1% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling