+66.3%
HYG vs USFR
+27.6%
+38.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -0.6% | +0.3% | -0.9% | -0.6% |
| 3M | +0.4% | +1.0% | -0.5% | +0.3% |
| 6M | +1.2% | +1.9% | -0.7% | +0.9% |
| YTD | +1.5% | +2.7% | -1.2% | +1.0% |
| 1Y | +3.2% | +4.0% | -0.8% | +2.5% |
| 3Y | +25.9% | +14.1% | +11.8% | +23.2% |
| 5Y | +18.6% | +20.5% | -1.9% | +14.9% |
| 10Y | +55.8% | +28.0% | +27.8% | +49.7% |
| All | +66.3% | +27.6% | +38.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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