+31.3%
NFLX vs HYG
+18.4%
+12.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | -1.1% | -0.7% | -0.4% | +0.5% |
| 30D | +4.3% | -0.7% | +5.0% | +6.1% |
| 3M | -4.8% | -0.2% | -4.6% | -4.3% |
| 6M | -18.4% | +1.4% | -19.9% | -21.2% |
| YTD | -17.4% | +1.5% | -18.9% | -20.3% |
| 1Y | -35.7% | +2.9% | -38.6% | -40.0% |
| 3Y | +73.8% | +25.6% | +48.1% | +1.2% |
| All | +31.3% | +18.4% | +12.9% | -5.9% |
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