+154.9%
HYG vs BTG
+373.5%
-218.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.7% | -3.8% | +3.0% | -0.6% |
| 30D | -0.7% | +3.6% | -4.4% | -0.9% |
| 3M | -0.2% | +32.0% | -32.2% | -1.2% |
| 6M | +1.4% | +3.4% | -1.9% | +1.0% |
| YTD | +1.5% | +20.8% | -19.3% | +0.4% |
| 1Y | +2.9% | +22.4% | -19.5% | +1.6% |
| 3Y | +25.6% | +91.7% | -66.1% | +21.5% |
| 5Y | +18.6% | +79.0% | -60.4% | +14.4% |
| 10Y | +55.7% | +152.6% | -96.8% | +46.4% |
| All | +154.9% | +373.5% | -218.7% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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