+151.8%
HYG vs UUUU
-93.1%
+244.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | -0.3% |
| 7D | -0.7% | -5.0% | +4.3% | -0.6% |
| 30D | -0.6% | -7.8% | +7.2% | -0.4% |
| 3M | +0.4% | -0.4% | +0.9% | +0.3% |
| 6M | +1.2% | -32.9% | +34.1% | +2.0% |
| YTD | +1.5% | -6.3% | +7.7% | +0.9% |
| 1Y | +3.2% | +7.9% | -4.7% | +1.8% |
| 3Y | +25.9% | +85.2% | -59.3% | +20.8% |
| 5Y | +18.6% | +97.0% | -78.4% | +12.2% |
| 10Y | +55.8% | +492.6% | -436.8% | +38.3% |
| All | +151.8% | -93.1% | +244.9% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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