+151.7%
HYG vs UL
+256.2%
-104.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -0.7% | -3.4% | +2.7% | -0.1% |
| 30D | -0.7% | +0.5% | -1.2% | -0.8% |
| 3M | -0.2% | +7.2% | -7.4% | -1.6% |
| 6M | +1.4% | -3.1% | +4.5% | +1.7% |
| YTD | +1.5% | -2.7% | +4.2% | +1.5% |
| 1Y | +2.9% | -10.2% | +13.1% | +4.3% |
| 3Y | +25.6% | +20.3% | +5.4% | +19.9% |
| 5Y | +18.6% | +19.9% | -1.4% | +12.1% |
| 10Y | +55.7% | +66.5% | -10.7% | +34.6% |
| All | +151.7% | +256.2% | -104.4% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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