+79.8%
IBM vs HYG
+25.7%
+54.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.6% | -0.7% | +4.3% | +5.0% |
| 30D | +3.1% | -0.7% | +3.8% | +4.6% |
| 3M | -10.8% | -0.2% | -10.7% | -10.6% |
| 6M | -0.8% | +1.4% | -2.2% | -3.3% |
| YTD | -16.2% | +1.5% | -17.6% | -18.3% |
| 1Y | -2.9% | +2.9% | -5.8% | -7.5% |
| 3Y | +79.8% | +25.6% | +54.2% | +31.9% |
| All | +79.8% | +25.7% | +54.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 3y: compounded portfolio wealth divided by compounded HYG 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…
3y analysis · Full analysis span regression · 6 months rolling