+71.3%
V vs HYG
+18.4%
+52.9%
-24.1%
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 | -1.2% | -0.7% | -0.5% | -0.2% |
| 30D | +3.1% | -0.7% | +3.8% | +4.1% |
| 3M | +16.3% | -0.2% | +16.5% | +16.6% |
| 6M | +20.4% | +1.4% | +18.9% | +17.9% |
| YTD | +6.3% | +1.5% | +4.8% | +4.0% |
| 1Y | +8.7% | +2.9% | +5.8% | +4.3% |
| 3Y | +53.3% | +25.6% | +27.7% | +12.6% |
| All | +71.3% | +18.4% | +52.9% | +55.0% |
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