+2.6%
HYG vs ETN
+7.4%
-4.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.6% | +7.5% | +0.2% |
| 7D | -0.8% | -4.3% | +3.5% | -0.7% |
| 30D | -0.9% | -12.9% | +12.0% | -0.5% |
| 3M | -0.3% | +0.7% | -1.0% | -0.5% |
| 6M | +2.2% | +11.2% | -9.0% | +1.4% |
| YTD | +1.4% | +24.5% | -23.1% | 0.0% |
| All | +2.6% | +7.4% | -4.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling