+177.3%
HYG vs SPXU
-100.0%
+277.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.2% |
| 7D | -0.7% | +6.4% | -7.1% | 0.0% |
| 30D | -0.6% | +5.9% | -6.5% | +0.2% |
| 3M | +0.4% | -11.7% | +12.1% | -0.9% |
| 6M | +1.2% | -28.7% | +29.9% | -2.4% |
| YTD | +1.5% | -26.4% | +27.8% | -1.6% |
| 1Y | +3.2% | -35.2% | +38.4% | -1.3% |
| 3Y | +25.9% | -79.8% | +105.7% | +7.0% |
| 5Y | +18.6% | -86.1% | +104.6% | +1.0% |
| 10Y | +55.8% | -99.5% | +155.3% | -4.8% |
| All | +177.3% | -100.0% | +277.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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