+9.2%
HYG vs VG
-35.7%
+44.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.2% |
| 7D | -0.2% | +3.8% | -4.0% | -0.2% |
| 30D | -0.1% | +7.2% | -7.3% | -0.1% |
| 3M | +0.7% | +22.8% | -22.1% | +0.5% |
| 6M | +1.5% | +33.2% | -31.7% | +1.0% |
| YTD | +1.9% | +124.8% | -122.9% | +0.2% |
| 1Y | +3.7% | +15.8% | -12.1% | +3.3% |
| All | +9.2% | -35.7% | +44.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 5y: compounded portfolio wealth divided by compounded VG 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…
5y analysis · Full analysis span regression · 6 months rolling