+83.1%
SPY vs HYG
+18.4%
+64.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -0.7% | -0.1% | +0.5% |
| 30D | -1.1% | -0.7% | -0.3% | +0.2% |
| 3M | +3.9% | -0.2% | +4.1% | +4.3% |
| 6M | +13.6% | +1.4% | +12.2% | +11.1% |
| YTD | +12.7% | +1.5% | +11.2% | +10.2% |
| 1Y | +17.5% | +2.9% | +14.6% | +12.3% |
| 3Y | +76.9% | +25.6% | +51.3% | +25.0% |
| All | +83.1% | +18.4% | +64.7% | +56.0% |
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