+153.0%
HYG vs VRSN
+1,215.7%
-1,062.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -0.2% | -1.0% | +0.9% | 0.0% |
| 30D | -0.1% | -1.9% | +1.8% | +0.1% |
| 3M | +0.7% | +1.4% | -0.7% | +0.3% |
| 6M | +1.5% | +19.0% | -17.5% | -1.5% |
| YTD | +1.9% | +19.2% | -17.3% | -1.2% |
| 1Y | +3.7% | +1.7% | +2.0% | +2.8% |
| 3Y | +26.5% | +41.4% | -15.0% | +18.3% |
| 5Y | +19.0% | +31.7% | -12.7% | +11.5% |
| 10Y | +56.5% | +290.3% | -233.8% | +23.6% |
| All | +153.0% | +1,215.7% | -1,062.7% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling