+1,549.9%
LLY vs HYG
+56.1%
+1,493.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -2.9% | -0.7% | -2.2% | -2.2% |
| 30D | -8.4% | -0.7% | -7.7% | -7.7% |
| 3M | -3.8% | -0.2% | -3.6% | -3.6% |
| 6M | +11.9% | +1.4% | +10.5% | +10.3% |
| YTD | +4.3% | +1.5% | +2.9% | +2.8% |
| 1Y | +48.5% | +2.9% | +45.6% | +44.2% |
| 3Y | +91.2% | +25.6% | +65.6% | +52.9% |
| 5Y | +387.5% | +18.6% | +368.9% | +316.5% |
| All | +1,549.9% | +56.1% | +1,493.8% | +975.8% |
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