+18.3%
HYG vs VSXY
+22.6%
-4.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -18.7% | +17.9% | 0.0% |
| 3M | -0.2% | -4.0% | +3.8% | -0.2% |
| 6M | +1.4% | +67.5% | -66.0% | -1.4% |
| YTD | +1.5% | +39.7% | -38.2% | -0.8% |
| 1Y | +2.9% | +180.0% | -177.1% | -2.9% |
| 3Y | +25.6% | +337.3% | -311.6% | +12.2% |
| All | +18.3% | +22.6% | -4.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling