+390.7%
LLY vs HYG
+18.3%
+372.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.3% |
| 7D | -3.2% | -0.7% | -2.4% | -2.5% |
| 30D | -7.4% | -0.6% | -6.9% | -7.0% |
| 3M | -1.0% | +0.4% | -1.5% | -1.4% |
| 6M | +12.5% | +1.2% | +11.3% | +11.3% |
| YTD | +5.0% | +1.5% | +3.5% | +3.7% |
| 1Y | +49.8% | +3.2% | +46.6% | +45.8% |
| 3Y | +95.5% | +25.9% | +69.6% | +66.1% |
| 5Y | +390.7% | +18.6% | +372.1% | +370.5% |
| All | +390.7% | +18.3% | +372.4% | +370.5% |
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