+115.1%
NOK vs HYG
+18.4%
+96.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.9% |
| 7D | +11.0% | -0.7% | +11.7% | +12.5% |
| 30D | +7.8% | -0.7% | +8.6% | +9.4% |
| 3M | -21.0% | -0.2% | -20.8% | -20.5% |
| 6M | +40.9% | +1.4% | +39.5% | +38.0% |
| YTD | +72.0% | +1.5% | +70.6% | +68.6% |
| 1Y | +140.9% | +2.9% | +138.0% | +130.1% |
| 3Y | +194.3% | +25.6% | +168.6% | +96.7% |
| All | +115.1% | +18.4% | +96.7% | +79.2% |
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