Given that I have a portfolio of High yield bond with USD 50.
closed as unclear what you're asking by amdopt, skoestlmeier, byouness, Helin, AdB Apr 30 at 8:34
Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.
Return is duration times change in spread. You have daily data so if the change in yield between two days is 20 basis points and the duration is 5 then the daily return is 100 basis points. One thing to be careful is duration changes over time particularly for the HY index which ranges from 4 - 6 years if I recall correctly.