+123.0%
IBM vs HYG
+18.4%
+104.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.6% | -0.7% | +4.3% | +4.3% |
| 30D | +3.1% | -0.7% | +3.8% | +3.9% |
| 3M | -10.8% | -0.2% | -10.7% | -10.7% |
| 6M | -0.8% | +1.4% | -2.2% | -2.2% |
| YTD | -16.2% | +1.5% | -17.6% | -17.3% |
| 1Y | -2.9% | +2.9% | -5.8% | -5.4% |
| 3Y | +79.8% | +25.6% | +54.2% | +49.2% |
| All | +123.0% | +18.4% | +104.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling