+135.9%
WMT vs HYG
+18.4%
+117.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.5% |
| 30D | -7.4% | -0.7% | -6.7% | -6.9% |
| 3M | -10.9% | -0.2% | -10.7% | -10.7% |
| 6M | -12.7% | +1.4% | -14.1% | -13.6% |
| YTD | -3.2% | +1.5% | -4.7% | -4.2% |
| 1Y | +5.3% | +2.9% | +2.4% | +3.1% |
| 3Y | +101.9% | +25.6% | +76.2% | +74.0% |
| All | +135.9% | +18.4% | +117.5% | +104.1% |
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 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