+148.7%
XLK vs HYG
+18.4%
+130.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +0.2% | -0.7% | +0.9% | +1.8% |
| 30D | -0.6% | -0.7% | +0.1% | +1.0% |
| 3M | +2.6% | -0.2% | +2.8% | +3.2% |
| 6M | +34.0% | +1.4% | +32.5% | +30.5% |
| YTD | +30.7% | +1.5% | +29.2% | +27.4% |
| 1Y | +39.2% | +2.9% | +36.3% | +31.8% |
| 3Y | +120.4% | +25.6% | +94.8% | +42.2% |
| All | +148.7% | +18.4% | +130.3% | +113.3% |
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