+84.2%
JNJ vs HYG
+18.4%
+65.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | +2.3% | -0.7% | +3.0% | +2.6% |
| 3M | +12.0% | -0.2% | +12.2% | +12.1% |
| 6M | +10.5% | +1.4% | +9.0% | +9.8% |
| YTD | +30.4% | +1.5% | +28.9% | +29.5% |
| 1Y | +52.1% | +2.9% | +49.2% | +50.2% |
| 3Y | +77.8% | +25.6% | +52.2% | +61.2% |
| All | +84.2% | +18.4% | +65.8% | +68.1% |
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