+1.2%
NOW vs HYG
+18.3%
-17.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.3% |
| 7D | -9.9% | -0.7% | -9.2% | -8.0% |
| 30D | +2.8% | -0.6% | +3.4% | +4.6% |
| 3M | +23.7% | +0.4% | +23.3% | +22.3% |
| 6M | +12.5% | +1.2% | +11.3% | +8.9% |
| YTD | -14.4% | +1.5% | -15.9% | -17.8% |
| 1Y | -29.0% | +3.2% | -32.2% | -35.0% |
| 3Y | +9.3% | +25.9% | -16.6% | -41.5% |
| 5Y | +1.2% | +18.6% | -17.4% | -16.9% |
| All | +1.2% | +18.3% | -17.0% | -16.9% |
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