+69.1%
HYG vs XYZ
+607.2%
-538.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.4% |
| 30D | -0.7% | +1.2% | -1.9% | -0.9% |
| 3M | -0.2% | +14.6% | -14.8% | -1.3% |
| 6M | +1.4% | +22.6% | -21.1% | -0.4% |
| YTD | +1.5% | +21.7% | -20.2% | -0.6% |
| 1Y | +2.9% | +6.7% | -3.8% | +1.6% |
| 3Y | +25.6% | +46.8% | -21.2% | +18.6% |
| 5Y | +18.6% | -68.0% | +86.6% | +20.9% |
| 10Y | +55.7% | +602.8% | -547.1% | +27.3% |
| All | +69.1% | +607.2% | -538.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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