+188.5%
XLF vs HYG
+151.7%
+36.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -0.7% | -0.8% | -0.4% |
| 30D | -1.2% | -0.7% | -0.4% | 0.0% |
| 3M | +9.2% | -0.2% | +9.4% | +9.5% |
| 6M | +16.3% | +1.4% | +14.9% | +13.8% |
| YTD | +5.4% | +1.5% | +4.0% | +3.2% |
| 1Y | +7.6% | +2.9% | +4.7% | +3.0% |
| 3Y | +74.2% | +25.6% | +48.6% | +22.8% |
| 5Y | +66.1% | +18.6% | +47.6% | +28.8% |
| 10Y | +252.8% | +55.7% | +197.0% | +88.6% |
| All | +188.5% | +151.7% | +36.8% | -17.0% |
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 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