+52.1%
HYG vs VST
+1,042.1%
-990.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -0.2% | +10.9% | -11.2% | -1.0% |
| 30D | +0.6% | -15.6% | +16.2% | +1.5% |
| 3M | -1.2% | -7.8% | +6.5% | -1.0% |
| 6M | -0.4% | -12.0% | +11.6% | -0.1% |
| YTD | +0.8% | -16.9% | +17.7% | +1.1% |
| 1Y | +1.7% | -25.1% | +26.8% | +2.7% |
| 3Y | +24.7% | +297.1% | -272.4% | +3.0% |
| 5Y | +18.4% | +641.9% | -623.5% | -9.4% |
| 10Y | +57.6% | +1,142.3% | -1,084.7% | +14.5% |
| All | +52.1% | +1,042.1% | -990.1% | +10.8% |
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