+57.3%
LLY vs HYG
+1.8%
+55.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.3% |
| 7D | +10.1% | -0.1% | +10.2% | +10.2% |
| 30D | +24.0% | +0.7% | +23.3% | +22.8% |
| 3M | +27.3% | -2.0% | +29.3% | +31.0% |
| 6M | +47.0% | -0.9% | +47.9% | +48.1% |
| YTD | +32.6% | +0.1% | +32.5% | +30.5% |
| 1Y | +57.3% | +1.6% | +55.7% | +47.1% |
| All | +57.3% | +1.8% | +55.5% | +47.1% |
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 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