+53.8%
HYG vs VST
+1,191.1%
-1,137.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | +5.3% | -5.5% | -0.5% |
| 30D | -0.1% | +5.8% | -5.8% | -0.5% |
| 3M | +0.7% | +3.5% | -2.8% | +0.3% |
| 6M | +1.5% | -7.4% | +8.9% | +1.7% |
| YTD | +1.9% | -6.1% | +8.0% | +1.8% |
| 1Y | +3.7% | -21.6% | +25.3% | +4.6% |
| 3Y | +26.5% | +357.2% | -330.7% | +3.7% |
| 5Y | +19.0% | +777.0% | -758.1% | -10.0% |
| All | +53.8% | +1,191.1% | -1,137.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling