+148.9%
HYG vs USB
+221.8%
-72.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | +0.4% | +6.3% | -5.9% | -0.5% |
| 3M | -1.8% | -6.1% | +4.3% | -1.0% |
| 6M | -0.7% | +13.0% | -13.7% | -2.6% |
| YTD | +0.3% | +16.6% | -16.2% | -2.1% |
| 1Y | +1.4% | +31.1% | -29.7% | -2.7% |
| 3Y | +24.1% | +100.9% | -76.8% | +11.1% |
| 5Y | +17.8% | +24.5% | -6.7% | +11.2% |
| 10Y | +56.8% | +82.9% | -26.0% | +35.8% |
| All | +148.9% | +221.8% | -72.9% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling