+55.0%
HYG vs VST
+1,174.0%
-1,119.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | +0.3% | -6.0% | +6.3% | +0.5% |
| 30D | -0.1% | -18.8% | +18.7% | +1.1% |
| 3M | -1.9% | -8.0% | +6.1% | -1.7% |
| 6M | -1.3% | -10.9% | +9.6% | -1.1% |
| YTD | +0.1% | -18.3% | +18.4% | +0.5% |
| 1Y | +1.0% | -29.9% | +31.0% | +2.5% |
| 3Y | +23.8% | +290.3% | -266.5% | +2.2% |
| 5Y | +17.3% | +635.3% | -618.0% | -10.4% |
| 10Y | +55.0% | +1,162.4% | -1,107.4% | +13.9% |
| All | +55.0% | +1,174.0% | -1,119.0% | +13.9% |
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