+151.7%
HYG vs XBI
+897.6%
-745.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | 0.0% |
| 30D | -0.7% | -2.0% | +1.3% | -0.5% |
| 3M | -0.2% | +17.8% | -18.0% | -3.0% |
| 6M | +1.4% | +23.7% | -22.3% | -2.4% |
| YTD | +1.5% | +28.2% | -26.8% | -3.0% |
| 1Y | +2.9% | +64.0% | -61.1% | -5.7% |
| 3Y | +25.6% | +99.4% | -73.8% | +10.1% |
| 5Y | +18.6% | +19.3% | -0.8% | +11.0% |
| 10Y | +55.7% | +158.7% | -103.0% | +21.8% |
| All | +151.7% | +897.6% | -745.8% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling