+153.5%
HYG vs SUI
+1,024.2%
-870.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -0.2% | -2.8% | +2.6% | +0.2% |
| 30D | +0.1% | -1.2% | +1.3% | +0.2% |
| 3M | +0.7% | -1.7% | +2.4% | +0.8% |
| 6M | +1.5% | -10.5% | +11.9% | +3.0% |
| YTD | +2.2% | -1.8% | +4.0% | +2.2% |
| 1Y | +3.9% | -4.1% | +8.0% | +4.2% |
| 3Y | +26.0% | +11.3% | +14.7% | +22.4% |
| 5Y | +19.2% | -32.1% | +51.3% | +23.8% |
| 10Y | +54.8% | +110.4% | -55.6% | +33.1% |
| All | +153.5% | +1,024.2% | -870.7% | +56.3% |
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