+57.4%
INTC vs HYG
+1.8%
+55.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -9.0% |
| 7D | -39.0% | -0.1% | -38.9% | -38.1% |
| 30D | -49.8% | +0.7% | -50.6% | -52.0% |
| 3M | -42.2% | -2.0% | -40.2% | -31.3% |
| 6M | -39.2% | -0.9% | -38.3% | -32.3% |
| YTD | +57.9% | +0.1% | +57.9% | +65.7% |
| 1Y | +57.4% | +1.6% | +55.8% | +43.7% |
| All | +57.4% | +1.8% | +55.5% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling