+252.1%
INTC vs HYG
+56.1%
+196.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | +7.5% | -0.7% | +8.2% | +9.2% |
| 30D | +2.0% | -0.7% | +2.7% | +3.6% |
| 3M | -12.0% | -0.2% | -11.8% | -11.3% |
| 6M | +114.5% | +1.4% | +113.1% | +110.9% |
| YTD | +179.0% | +1.5% | +177.5% | +174.6% |
| 1Y | +318.3% | +2.9% | +315.4% | +301.0% |
| 3Y | +171.2% | +25.6% | +145.6% | +78.7% |
| 5Y | +107.6% | +18.6% | +89.0% | +56.6% |
| All | +252.1% | +56.1% | +196.1% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling