+54.1%
HYG vs VST
+1,175.7%
-1,121.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.3% |
| 7D | -0.2% | +8.9% | -9.1% | -0.8% |
| 30D | +0.1% | +6.2% | -6.1% | -0.3% |
| 3M | +0.7% | -2.7% | +3.4% | +0.7% |
| 6M | +1.5% | -8.4% | +9.8% | +1.7% |
| YTD | +2.2% | -7.2% | +9.4% | +2.1% |
| 1Y | +3.9% | -20.9% | +24.8% | +4.7% |
| 3Y | +26.0% | +384.0% | -358.0% | +2.6% |
| 5Y | +19.2% | +757.1% | -737.9% | -9.7% |
| All | +54.1% | +1,175.7% | -1,121.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling