+1.6%
HYG vs VUG
+4.9%
-3.3%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -0.1% | -3.0% | +2.9% | +0.3% |
| 30D | +0.7% | -6.4% | +7.1% | +1.7% |
| 3M | -2.0% | -3.2% | +1.2% | -1.6% |
| 6M | -0.9% | +3.1% | -4.0% | -1.5% |
| YTD | +0.1% | +6.3% | -6.2% | -1.7% |
| 1Y | +1.6% | +5.2% | -3.6% | 0.0% |
| All | +1.6% | +4.9% | -3.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling