+1.6%
HYG vs USFD
+49.6%
-48.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.8% | +0.5% |
| 7D | -0.1% | +7.8% | -7.9% | -0.3% |
| 30D | +0.7% | +16.2% | -15.5% | +0.4% |
| 3M | -2.0% | +11.0% | -13.0% | -2.3% |
| 6M | -0.9% | +20.7% | -21.6% | -1.3% |
| YTD | +0.1% | +46.0% | -45.9% | -0.8% |
| 1Y | +1.6% | +49.8% | -48.2% | +0.7% |
| All | +1.6% | +49.6% | -48.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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