+649.4%
SPY vs HYG
+151.8%
+497.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -2.0% | -0.7% | -1.2% | -1.1% |
| 30D | -1.7% | -0.6% | -1.1% | -0.9% |
| 3M | +4.7% | +0.4% | +4.3% | +4.3% |
| 6M | +12.5% | +1.2% | +11.3% | +11.0% |
| YTD | +11.7% | +1.5% | +10.2% | +9.9% |
| 1Y | +17.5% | +3.2% | +14.3% | +13.4% |
| 3Y | +76.6% | +25.9% | +50.7% | +35.0% |
| 5Y | +82.0% | +18.6% | +63.4% | +50.7% |
| 10Y | +317.1% | +55.8% | +261.4% | +162.2% |
| All | +649.4% | +151.8% | +497.6% | +186.1% |
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