+55.2%
HYG vs UMC
+1,863.6%
-1,808.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -0.7% | +9.0% | -9.7% | -1.3% |
| 30D | -0.7% | +17.2% | -18.0% | -1.8% |
| 3M | -0.2% | +11.4% | -11.6% | -1.5% |
| 6M | +1.4% | +137.5% | -136.1% | -5.5% |
| YTD | +1.5% | +193.1% | -191.7% | -7.4% |
| 1Y | +2.9% | +240.3% | -237.4% | -7.2% |
| 3Y | +25.6% | +262.2% | -236.5% | +11.8% |
| 5Y | +18.6% | +143.1% | -124.6% | +6.8% |
| All | +55.2% | +1,863.6% | -1,808.4% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling