+151.8%
HYG vs VSAT
+128.2%
+23.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | -0.7% | +3.4% | -4.2% | -1.0% |
| 30D | -0.6% | -12.2% | +11.7% | +0.2% |
| 3M | +0.4% | +20.6% | -20.2% | -1.5% |
| 6M | +1.2% | +60.2% | -59.0% | -3.1% |
| YTD | +1.5% | +115.3% | -113.8% | -5.3% |
| 1Y | +3.2% | +154.6% | -151.4% | -5.4% |
| 3Y | +25.9% | +211.2% | -185.3% | +7.9% |
| 5Y | +18.6% | +52.7% | -34.1% | +5.0% |
| 10Y | +55.8% | +2.9% | +52.9% | +37.3% |
| All | +151.8% | +128.2% | +23.6% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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