+1.6%
HYG vs VMC
+3.7%
-2.1%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.5% |
| 7D | -0.1% | +12.3% | -12.4% | -0.7% |
| 30D | +0.7% | +21.2% | -20.5% | -0.3% |
| 3M | -2.0% | +4.6% | -6.6% | -2.3% |
| 6M | -0.9% | +3.9% | -4.8% | -1.2% |
| YTD | +0.1% | +5.0% | -4.9% | -0.9% |
| 1Y | +1.6% | +2.6% | -1.0% | +0.8% |
| All | +1.6% | +3.7% | -2.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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