+55.2%
HYG vs VMC
+156.6%
-101.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | -0.3% |
| 30D | -0.7% | -9.7% | +9.0% | +0.4% |
| 3M | -0.2% | -9.6% | +9.4% | +0.8% |
| 6M | +1.4% | -4.8% | +6.3% | +1.7% |
| YTD | +1.5% | -10.9% | +12.3% | +2.4% |
| 1Y | +2.9% | -15.6% | +18.5% | +4.5% |
| 3Y | +25.6% | +19.3% | +6.3% | +21.2% |
| 5Y | +18.6% | +48.0% | -29.5% | +10.4% |
| All | +55.2% | +156.6% | -101.4% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling