+390.6%
IBM vs HYG
+153.0%
+237.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +3.6% | -0.2% | +3.7% | +3.7% |
| 30D | +1.5% | -0.1% | +1.6% | +1.6% |
| 3M | -12.9% | +0.7% | -13.6% | -13.5% |
| 6M | -3.9% | +1.5% | -5.4% | -5.1% |
| YTD | -17.3% | +1.9% | -19.3% | -18.7% |
| 1Y | -5.0% | +3.7% | -8.7% | -7.9% |
| 3Y | +78.2% | +26.5% | +51.7% | +45.4% |
| 5Y | +120.6% | +19.0% | +101.7% | +89.5% |
| 10Y | +144.5% | +56.5% | +88.0% | +71.6% |
| All | +390.6% | +153.0% | +237.6% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling