+43.4%
XLK vs HYG
+4.1%
+39.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +1.0% |
| 7D | +0.9% | -0.2% | +1.0% | +1.6% |
| 30D | +0.7% | +0.1% | +0.6% | +0.4% |
| 3M | -2.9% | +0.7% | -3.6% | -5.1% |
| 6M | +34.3% | +1.5% | +32.8% | +28.2% |
| YTD | +30.4% | +2.2% | +28.2% | +21.7% |
| 1Y | +43.4% | +3.9% | +39.5% | +26.2% |
| All | +43.4% | +4.1% | +39.2% | +26.2% |
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 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