+18.3%
HYG vs FTI
+1,066.8%
-1,048.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -4.4% | +3.7% | -0.5% |
| 30D | -0.7% | +1.5% | -2.2% | -0.8% |
| 3M | -0.2% | +8.2% | -8.4% | -0.7% |
| 6M | +1.4% | +18.8% | -17.4% | +0.3% |
| YTD | +1.5% | +71.7% | -70.2% | -1.8% |
| 1Y | +2.9% | +90.0% | -87.2% | -1.1% |
| 3Y | +25.6% | +270.5% | -244.8% | +15.3% |
| All | +18.3% | +1,066.8% | -1,048.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling