+26.6%
HYG vs USAR
+68.6%
-42.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.2% |
| 7D | -0.2% | -4.4% | +4.3% | -0.1% |
| 30D | -0.1% | -10.4% | +10.3% | 0.0% |
| 3M | +0.7% | -18.4% | +19.1% | +0.7% |
| 6M | +1.5% | -8.8% | +10.3% | +1.5% |
| YTD | +1.9% | +43.4% | -41.4% | +1.9% |
| 1Y | +3.7% | +21.0% | -17.3% | +3.7% |
| 3Y | +26.5% | +67.7% | -41.3% | +25.9% |
| All | +26.6% | +68.6% | -42.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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