+109.5%
HYG vs URA
-29.0%
+138.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | 0.0% | +8.1% | -8.1% | -0.8% |
| 30D | -0.1% | +5.8% | -5.8% | -0.7% |
| 3M | +1.0% | +3.4% | -2.5% | +0.4% |
| 6M | +2.3% | -2.6% | +4.9% | +1.9% |
| YTD | +2.1% | +11.2% | -9.0% | 0.0% |
| 1Y | +3.8% | +19.8% | -16.0% | +0.2% |
| 3Y | +26.7% | +121.5% | -94.8% | +12.3% |
| 5Y | +19.3% | +134.5% | -115.2% | +2.7% |
| 10Y | +55.3% | +376.7% | -321.4% | +17.4% |
| All | +109.5% | -29.0% | +138.5% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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