+2.6%
HYG vs XBI
+68.3%
-65.7%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.8% | -3.8% | +3.0% | -0.5% |
| 30D | -0.9% | +0.1% | -1.1% | -1.0% |
| 3M | -0.3% | +17.9% | -18.2% | -1.7% |
| 6M | +2.2% | +29.5% | -27.3% | -0.2% |
| YTD | +1.4% | +29.4% | -28.0% | -1.0% |
| All | +2.6% | +68.3% | -65.7% | -2.3% |
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