+18.3%
HYG vs VRSN
+33.8%
-15.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -0.7% | +3.8% | -4.5% | -1.2% |
| 3M | -0.2% | +5.0% | -5.2% | -1.0% |
| 6M | +1.4% | +24.9% | -23.4% | -2.1% |
| YTD | +1.5% | +21.6% | -20.2% | -1.8% |
| 1Y | +2.9% | +2.4% | +0.5% | +2.3% |
| 3Y | +25.6% | +47.3% | -21.7% | +15.8% |
| All | +18.3% | +33.8% | -15.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 5y: compounded portfolio wealth divided by compounded VRSN 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…
5y analysis · Full analysis span regression · 6 months rolling