+1,978.3%
NOW vs HYG
+84.6%
+1,893.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.7% |
| 7D | +0.3% | -0.4% | +0.7% | +1.2% |
| 30D | -27.0% | +0.7% | -27.6% | -28.0% |
| 3M | -19.6% | -2.1% | -17.5% | -15.6% |
| 6M | +17.5% | -0.8% | +18.3% | +19.9% |
| YTD | -33.3% | +0.3% | -33.5% | -33.6% |
| 1Y | -39.8% | +1.8% | -41.6% | -42.1% |
| 3Y | -19.9% | +24.1% | -44.1% | -49.4% |
| 5Y | -26.1% | +17.7% | -43.8% | -45.4% |
| 10Y | +518.7% | +56.8% | +462.0% | +180.8% |
| All | +1,978.3% | +84.6% | +1,893.6% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling