+55.3%
HYG vs USB
+106.9%
-51.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | 0.0% | +2.1% | -2.1% | -0.3% |
| 30D | -0.1% | -2.3% | +2.2% | +0.2% |
| 3M | +1.0% | +13.9% | -12.9% | -1.0% |
| 6M | +2.3% | +21.6% | -19.3% | -0.7% |
| YTD | +2.1% | +19.3% | -17.2% | -0.8% |
| 1Y | +3.8% | +33.6% | -29.8% | -0.9% |
| 3Y | +26.7% | +97.7% | -71.0% | +12.5% |
| 5Y | +19.3% | +40.4% | -21.2% | +10.4% |
| 10Y | +55.3% | +105.9% | -50.7% | +28.0% |
| All | +55.3% | +106.9% | -51.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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