+119.8%
HYG vs VOO
+810.0%
-690.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -0.7% | -1.1% | +0.3% | -0.3% |
| 3M | -0.2% | +3.9% | -4.1% | -1.6% |
| 6M | +1.4% | +13.6% | -12.2% | -3.4% |
| YTD | +1.5% | +12.7% | -11.3% | -3.1% |
| 1Y | +2.9% | +17.6% | -14.7% | -3.3% |
| 3Y | +25.6% | +77.3% | -51.7% | +0.3% |
| 5Y | +18.6% | +84.1% | -65.6% | -7.6% |
| 10Y | +55.7% | +323.5% | -267.8% | -14.0% |
| All | +119.8% | +810.0% | -690.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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