+55.2%
HYG vs FITB
+290.8%
-235.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -0.7% | -5.7% | +4.9% | 0.0% |
| 3M | -0.2% | +3.2% | -3.4% | -0.7% |
| 6M | +1.4% | +23.4% | -22.0% | -1.4% |
| YTD | +1.5% | +18.8% | -17.3% | -1.1% |
| 1Y | +2.9% | +25.0% | -22.1% | -0.4% |
| 3Y | +25.6% | +131.2% | -105.6% | +11.2% |
| 5Y | +18.6% | +70.7% | -52.1% | +7.6% |
| All | +55.2% | +290.8% | -235.6% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling