+1.6%
HYG vs UMC
+112.5%
-110.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | -0.1% | -14.7% | +14.6% | +0.1% |
| 30D | +0.7% | -32.9% | +33.6% | +1.2% |
| 3M | -2.0% | -22.2% | +20.1% | -1.7% |
| 6M | -0.9% | +25.9% | -26.8% | -1.3% |
| YTD | +0.1% | +107.9% | -107.9% | -0.8% |
| 1Y | +1.6% | +115.0% | -113.4% | +0.6% |
| All | +1.6% | +112.5% | -110.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling