+55.2%
HYG vs BTI
+73.8%
-18.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.7% | -1.1% | +0.3% | -0.6% |
| 3M | -0.2% | -8.8% | +8.6% | +0.8% |
| 6M | +1.4% | -4.0% | +5.4% | +1.6% |
| YTD | +1.5% | +0.4% | +1.1% | +1.0% |
| 1Y | +2.9% | +1.9% | +1.0% | +2.1% |
| 3Y | +25.6% | +108.5% | -82.9% | +11.9% |
| 5Y | +18.6% | +118.5% | -100.0% | +4.2% |
| All | +55.2% | +73.8% | -18.6% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling