+26.8%
HYG vs USB
+95.2%
-68.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +0.1% | -1.3% | +1.4% | +0.2% |
| 3M | +0.7% | +15.2% | -14.6% | -0.8% |
| 6M | +1.5% | +18.8% | -17.4% | -0.4% |
| YTD | +2.2% | +21.0% | -18.8% | 0.0% |
| 1Y | +3.9% | +34.0% | -30.1% | +0.6% |
| All | +26.8% | +95.2% | -68.3% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling