+148.8%
HYG vs SUI
+1,026.8%
-878.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.4% | -1.5% | +1.1% | -0.2% |
| 30D | +0.7% | +3.7% | -3.1% | 0.0% |
| 3M | -2.1% | -0.4% | -1.7% | -2.2% |
| 6M | -0.8% | -2.8% | +2.0% | -0.6% |
| YTD | +0.3% | -1.6% | +1.9% | +0.2% |
| 1Y | +1.8% | -2.1% | +3.8% | +1.7% |
| 3Y | +24.1% | +18.5% | +5.7% | +19.4% |
| 5Y | +17.7% | -26.5% | +44.3% | +20.8% |
| 10Y | +56.8% | +121.6% | -64.9% | +33.6% |
| All | +148.8% | +1,026.8% | -878.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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