+715.5%
INTC vs HYG
+151.8%
+563.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.0% |
| 7D | +9.4% | -0.7% | +10.2% | +10.5% |
| 30D | +2.7% | -0.6% | +3.2% | +3.5% |
| 3M | -6.3% | +0.4% | -6.7% | -6.5% |
| 6M | +114.5% | +1.2% | +113.2% | +112.8% |
| YTD | +171.9% | +1.5% | +170.4% | +169.3% |
| 1Y | +305.0% | +3.2% | +301.8% | +293.6% |
| 3Y | +168.3% | +25.9% | +142.4% | +106.8% |
| 5Y | +102.3% | +18.6% | +83.7% | +70.5% |
| 10Y | +249.4% | +55.8% | +193.6% | +129.2% |
| All | +715.5% | +151.8% | +563.7% | +252.7% |
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 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