+379.1%
V vs HYG
+56.1%
+323.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.2% | -0.7% | -0.5% | 0.0% |
| 30D | +3.1% | -0.7% | +3.8% | +4.4% |
| 3M | +16.3% | -0.2% | +16.5% | +16.7% |
| 6M | +20.4% | +1.4% | +18.9% | +17.3% |
| YTD | +6.3% | +1.5% | +4.8% | +3.5% |
| 1Y | +8.7% | +2.9% | +5.8% | +3.4% |
| 3Y | +53.3% | +25.6% | +27.7% | +4.3% |
| 5Y | +71.1% | +18.6% | +52.5% | +31.1% |
| All | +379.1% | +56.1% | +323.1% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling