+55.6%
HYG vs USB
+83.8%
-28.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -0.4% | +2.6% | -3.0% | -0.7% |
| 30D | +0.7% | +8.4% | -7.7% | -0.5% |
| 3M | -2.1% | -5.5% | +3.4% | -1.4% |
| 6M | -0.8% | +17.7% | -18.5% | -3.3% |
| YTD | +0.3% | +17.6% | -17.3% | -2.4% |
| 1Y | +1.8% | +33.9% | -32.1% | -2.9% |
| 3Y | +24.1% | +103.8% | -79.7% | +9.8% |
| 5Y | +17.7% | +25.6% | -7.9% | +11.1% |
| All | +55.6% | +83.8% | -28.2% | +33.1% |
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