+18.3%
HYG vs SPYG
+85.2%
-67.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -0.7% | -1.5% | +0.8% | -0.4% |
| 3M | -0.2% | +3.7% | -3.9% | -1.2% |
| 6M | +1.4% | +16.4% | -15.0% | -2.6% |
| YTD | +1.5% | +13.3% | -11.9% | -2.0% |
| 1Y | +2.9% | +17.9% | -15.0% | -1.7% |
| 3Y | +25.6% | +98.3% | -72.7% | +2.0% |
| All | +18.3% | +85.2% | -67.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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