+789.1%
NOW vs HYG
+56.1%
+733.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | -6.2% | -0.7% | -5.5% | -4.6% |
| 30D | +6.1% | -0.7% | +6.8% | +8.0% |
| 3M | +28.6% | -0.2% | +28.8% | +29.3% |
| 6M | +14.6% | +1.4% | +13.2% | +11.0% |
| YTD | -13.5% | +1.5% | -14.9% | -16.3% |
| 1Y | -29.4% | +2.9% | -32.3% | -33.9% |
| 3Y | +9.4% | +25.6% | -16.3% | -34.3% |
| 5Y | +2.3% | +18.6% | -16.3% | -27.1% |
| All | +789.1% | +56.1% | +733.1% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling