+148.4%
HYG vs USB
+216.4%
-67.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.1% | +5.8% | -5.8% | -0.7% |
| 3M | -1.8% | -6.0% | +4.1% | -1.1% |
| 6M | -1.3% | +7.8% | -9.0% | -2.5% |
| YTD | +0.1% | +14.6% | -14.5% | -2.0% |
| 1Y | +1.5% | +31.8% | -30.2% | -2.6% |
| 3Y | +23.8% | +91.5% | -67.8% | +11.5% |
| 5Y | +16.7% | +22.0% | -5.4% | +10.5% |
| 10Y | +53.8% | +96.1% | -42.3% | +31.9% |
| All | +148.4% | +216.4% | -67.9% | +92.2% |
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