-4.9%
LYB vs HIG
+116.1%
-121.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | -1.5% | +1.7% | +1.0% |
| 30D | +2.5% | -0.4% | +2.8% | +2.5% |
| 3M | +1.4% | +6.7% | -5.3% | -2.3% |
| 6M | -3.5% | +2.0% | -5.4% | -5.6% |
| YTD | +52.0% | +0.3% | +51.7% | +49.8% |
| 1Y | +22.1% | +4.2% | +17.9% | +17.6% |
| 3Y | -22.8% | +102.2% | -125.0% | -52.5% |
| All | -4.9% | +116.1% | -121.0% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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