+55.2%
HYG vs ZBRA
+435.2%
-380.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.2% |
| 7D | -0.7% | -3.4% | +2.7% | -0.4% |
| 30D | -0.7% | -7.4% | +6.7% | 0.0% |
| 3M | -0.2% | +57.5% | -57.7% | -5.3% |
| 6M | +1.4% | +64.0% | -62.5% | -4.4% |
| YTD | +1.5% | +44.3% | -42.8% | -3.3% |
| 1Y | +2.9% | +10.9% | -8.0% | +0.7% |
| 3Y | +25.6% | +37.5% | -11.9% | +17.8% |
| 5Y | +18.6% | -39.7% | +58.2% | +19.9% |
| All | +55.2% | +435.2% | -380.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling