+151.7%
HYG vs VNQ
+163.0%
-11.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -0.7% | -2.6% | +1.9% | -0.2% |
| 3M | -0.2% | -2.0% | +1.8% | +0.1% |
| 6M | +1.4% | +4.3% | -2.9% | +0.5% |
| YTD | +1.5% | +9.2% | -7.8% | -0.4% |
| 1Y | +2.9% | +5.6% | -2.7% | +1.6% |
| 3Y | +25.6% | +30.8% | -5.2% | +18.5% |
| 5Y | +18.6% | +8.0% | +10.6% | +15.4% |
| 10Y | +55.7% | +63.7% | -8.0% | +38.5% |
| All | +151.7% | +163.0% | -11.3% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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