+18.3%
HYG vs VUG
+77.1%
-58.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -0.7% | -1.0% | +0.2% | -0.5% |
| 3M | -0.2% | +3.5% | -3.7% | -1.1% |
| 6M | +1.4% | +14.2% | -12.8% | -2.0% |
| YTD | +1.5% | +8.5% | -7.0% | -0.8% |
| 1Y | +2.9% | +12.9% | -10.0% | -0.5% |
| 3Y | +25.6% | +85.6% | -60.0% | +4.8% |
| All | +18.3% | +77.1% | -58.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling