+1.6%
HYG vs EWT
+54.0%
-52.4%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -0.1% | -10.9% | +10.8% | +0.7% |
| 30D | +0.7% | -17.7% | +18.4% | +2.0% |
| 3M | -2.0% | -5.0% | +3.0% | -1.8% |
| 6M | -0.9% | +7.4% | -8.3% | -2.1% |
| YTD | +0.1% | +52.8% | -52.8% | -4.5% |
| 1Y | +1.6% | +55.2% | -53.6% | -3.1% |
| All | +1.6% | +54.0% | -52.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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