+18.6%
HYG vs FBTC
+60.2%
-41.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.6% |
| 30D | -0.7% | +22.0% | -22.8% | -1.4% |
| 3M | -0.2% | +21.6% | -21.8% | -0.9% |
| 6M | +1.4% | +9.2% | -7.8% | +1.0% |
| YTD | +1.5% | -11.8% | +13.2% | +1.6% |
| 1Y | +2.9% | -32.7% | +35.6% | +3.9% |
| All | +18.6% | +60.2% | -41.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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