+3.9%
HYG vs FITB
+23.7%
-19.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | +0.1% | -4.7% | +4.8% | +0.4% |
| 3M | +0.7% | +6.7% | -6.0% | +0.2% |
| 6M | +1.5% | +12.6% | -11.1% | +0.4% |
| YTD | +2.2% | +19.1% | -16.9% | +0.6% |
| 1Y | +3.9% | +22.6% | -18.7% | +1.4% |
| All | +3.9% | +23.7% | -19.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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