+1.0%
HYG vs USB
+33.1%
-32.0%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.3% | +1.4% | -1.2% | +0.2% |
| 30D | -0.1% | +6.4% | -6.5% | -0.5% |
| 3M | -1.9% | -4.5% | +2.5% | -1.6% |
| 6M | -1.3% | +11.4% | -12.7% | -2.3% |
| YTD | +0.1% | +17.1% | -17.0% | -1.6% |
| 1Y | +1.0% | +32.6% | -31.5% | -1.7% |
| All | +1.0% | +33.1% | -32.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling