+2,564.8%
NOW vs HYG
+87.7%
+2,477.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -1.9% |
| 7D | -4.1% | -0.2% | -3.9% | -3.7% |
| 30D | +2.9% | -0.1% | +3.0% | +3.1% |
| 3M | +22.6% | +0.7% | +21.9% | +20.8% |
| 6M | +7.5% | +1.5% | +6.0% | +4.1% |
| YTD | -14.4% | +1.9% | -16.4% | -18.0% |
| 1Y | -29.8% | +3.7% | -33.5% | -35.3% |
| 3Y | +9.2% | +26.5% | -17.2% | -33.8% |
| 5Y | +0.8% | +19.0% | -18.1% | -27.4% |
| 10Y | +790.9% | +56.5% | +734.4% | +303.3% |
| All | +2,564.8% | +87.7% | +2,477.2% | +923.6% |
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