+1.2%
HYG vs VWO
+1.8%
-0.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.2% |
| 7D | -0.4% | -4.2% | +3.8% | +0.2% |
| 30D | 0.0% | -10.5% | +10.5% | +1.7% |
| 3M | -2.3% | -9.4% | +7.2% | -0.9% |
| 6M | -1.3% | -8.3% | +7.0% | -0.2% |
| YTD | -0.3% | +1.2% | -1.5% | -1.0% |
| 1Y | +1.2% | +1.2% | 0.0% | +0.4% |
| All | +1.2% | +1.8% | -0.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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