+147.4%
HYG vs VRSK
+586.4%
-439.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.7% | -5.2% | +4.5% | 0.0% |
| 30D | -0.7% | -2.3% | +1.6% | -0.5% |
| 3M | -0.2% | -2.9% | +2.7% | -0.1% |
| 6M | +1.4% | -12.8% | +14.2% | +3.0% |
| YTD | +1.5% | -20.8% | +22.3% | +4.3% |
| 1Y | +2.9% | -33.2% | +36.1% | +8.6% |
| 3Y | +25.6% | -26.6% | +52.2% | +29.4% |
| 5Y | +18.6% | -11.3% | +29.9% | +17.0% |
| 10Y | +55.7% | +126.1% | -70.4% | +31.7% |
| All | +147.4% | +586.4% | -439.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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