+18.6%
HYG vs U
-68.9%
+87.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -0.6% | -4.1% | +3.5% | -0.4% |
| 3M | +0.4% | +57.8% | -57.4% | -1.8% |
| 6M | +1.2% | +103.5% | -102.3% | -2.4% |
| YTD | +1.5% | -4.8% | +6.2% | +0.9% |
| 1Y | +3.2% | -2.4% | +5.6% | +2.1% |
| 3Y | +25.9% | +11.7% | +14.2% | +21.3% |
| 5Y | +18.6% | -68.9% | +87.4% | +15.9% |
| All | +18.6% | -68.9% | +87.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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