+55.2%
HYG vs ET
+177.0%
-121.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -0.7% | +2.9% | -3.6% | -1.0% |
| 3M | -0.2% | +16.8% | -17.0% | -1.7% |
| 6M | +1.4% | +18.9% | -17.4% | -0.3% |
| YTD | +1.5% | +37.7% | -36.2% | -1.8% |
| 1Y | +2.9% | +32.4% | -29.5% | 0.0% |
| 3Y | +25.6% | +99.5% | -73.8% | +16.8% |
| 5Y | +18.6% | +244.0% | -225.4% | +4.3% |
| All | +55.2% | +177.0% | -121.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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