+18.6%
HYG vs BTSG
+389.4%
-370.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.6% |
| 30D | -0.7% | -1.6% | +0.9% | -0.7% |
| 3M | -0.2% | -6.9% | +6.7% | -0.1% |
| 6M | +1.4% | +42.1% | -40.7% | -0.3% |
| YTD | +1.5% | +56.8% | -55.4% | -0.8% |
| 1Y | +2.9% | +109.8% | -106.9% | -0.6% |
| All | +18.6% | +389.4% | -370.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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