+25.6%
HYG vs ETR
+143.8%
-118.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -0.7% | -1.8% | +1.0% | -0.6% |
| 3M | -0.2% | -3.6% | +3.4% | 0.0% |
| 6M | +1.4% | +2.6% | -1.2% | +1.1% |
| YTD | +1.5% | +16.0% | -14.6% | +0.3% |
| 1Y | +2.9% | +20.1% | -17.2% | +1.4% |
| 3Y | +25.6% | +143.6% | -117.9% | +15.4% |
| All | +25.6% | +143.8% | -118.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling