+1.6%
HYG vs XBI
+47.5%
-45.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.5% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | +0.7% | +1.9% | -1.2% | +0.5% |
| 3M | -2.0% | +4.8% | -6.8% | -2.4% |
| 6M | -0.9% | +19.3% | -20.2% | -2.5% |
| YTD | +0.1% | +30.6% | -30.6% | -2.3% |
| 1Y | +1.6% | +47.9% | -46.3% | -1.7% |
| All | +1.6% | +47.5% | -45.9% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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