+151.8%
HYG vs VMC
+164.3%
-12.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -0.7% | -3.7% | +3.0% | -0.3% |
| 30D | -0.6% | -12.8% | +12.2% | +1.1% |
| 3M | +0.4% | -7.9% | +8.3% | +1.3% |
| 6M | +1.2% | -7.5% | +8.7% | +1.9% |
| YTD | +1.5% | -11.6% | +13.1% | +2.6% |
| 1Y | +3.2% | -14.3% | +17.4% | +4.6% |
| 3Y | +25.9% | +18.5% | +7.4% | +21.6% |
| 5Y | +18.6% | +46.8% | -28.2% | +10.5% |
| 10Y | +55.8% | +153.2% | -97.4% | +31.1% |
| All | +151.8% | +164.3% | -12.5% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling