+92.5%
LLY vs HYG
+25.7%
+66.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.6% |
| 7D | -3.2% | -0.7% | -2.4% | -2.0% |
| 30D | -7.4% | -0.6% | -6.9% | -6.6% |
| 3M | -1.0% | +0.4% | -1.5% | -1.8% |
| 6M | +12.5% | +1.2% | +11.3% | +10.2% |
| YTD | +5.0% | +1.5% | +3.5% | +2.4% |
| 1Y | +49.8% | +3.2% | +46.6% | +42.2% |
| All | +92.5% | +25.7% | +66.8% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling