+820.6%
VOO vs HYG
+119.7%
+700.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -0.7% | -0.1% | +0.4% |
| 30D | -1.1% | -0.7% | -0.3% | +0.1% |
| 3M | +3.9% | -0.2% | +4.1% | +4.3% |
| 6M | +13.6% | +1.4% | +12.2% | +11.3% |
| YTD | +12.7% | +1.5% | +11.3% | +10.4% |
| 1Y | +17.6% | +2.9% | +14.7% | +12.7% |
| 3Y | +77.3% | +25.6% | +51.7% | +25.5% |
| 5Y | +84.1% | +18.6% | +65.6% | +44.0% |
| 10Y | +323.5% | +55.7% | +267.8% | +128.3% |
| All | +820.6% | +119.7% | +700.9% | +203.2% |
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 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