-0.8%
MSFT vs HYG
+4.1%
-4.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -1.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.3% |
| 30D | +2.7% | +0.1% | +2.6% | +2.5% |
| 3M | +17.0% | +0.7% | +16.3% | +15.6% |
| 6M | +23.8% | +1.5% | +22.4% | +20.1% |
| YTD | +4.0% | +2.2% | +1.8% | 0.0% |
| 1Y | -0.8% | +3.9% | -4.7% | -6.8% |
| All | -0.8% | +4.1% | -4.9% | -6.8% |
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 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