+10.6%
XLK vs HYG
+1.2%
+9.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -6.8% |
| 7D | -14.0% | -0.4% | -13.6% | -12.5% |
| 30D | -19.6% | 0.0% | -19.6% | -19.4% |
| 3M | -12.6% | -2.3% | -10.3% | -3.7% |
| 6M | -1.7% | -1.3% | -0.4% | +4.6% |
| YTD | +13.2% | -0.3% | +13.4% | +16.4% |
| 1Y | +10.6% | +1.2% | +9.4% | +6.5% |
| All | +10.6% | +1.2% | +9.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling