+151.8%
HYG vs BTI
+403.5%
-251.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -0.7% | -2.0% | +1.2% | -0.4% |
| 30D | -0.6% | -3.4% | +2.9% | 0.0% |
| 3M | +0.4% | -9.0% | +9.4% | +1.9% |
| 6M | +1.2% | -5.0% | +6.2% | +1.7% |
| YTD | +1.5% | -0.3% | +1.8% | +1.0% |
| 1Y | +3.2% | +3.1% | +0.1% | +1.9% |
| 3Y | +25.9% | +111.0% | -85.1% | +7.9% |
| 5Y | +18.6% | +117.0% | -98.4% | +0.2% |
| 10Y | +55.8% | +73.9% | -18.1% | +33.2% |
| All | +151.8% | +403.5% | -251.7% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling