+29.9%
HYG vs U
-43.0%
+72.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | 0.0% | +4.5% | -4.4% | -0.2% |
| 30D | -0.1% | -0.6% | +0.5% | -0.1% |
| 3M | +1.0% | +48.4% | -47.5% | -0.8% |
| 6M | +2.3% | +115.4% | -113.0% | -1.3% |
| YTD | +2.1% | -3.2% | +5.3% | +1.5% |
| 1Y | +3.8% | -6.0% | +9.8% | +3.0% |
| 3Y | +26.7% | +13.5% | +13.2% | +22.4% |
| 5Y | +19.3% | -68.0% | +87.3% | +15.8% |
| All | +29.9% | -43.0% | +72.9% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling