+151.7%
HYG vs FTI
+558.5%
-406.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -4.4% | +3.7% | -0.3% |
| 30D | -0.7% | +1.5% | -2.2% | -0.9% |
| 3M | -0.2% | +8.2% | -8.4% | -1.2% |
| 6M | +1.4% | +18.8% | -17.4% | -0.7% |
| YTD | +1.5% | +71.7% | -70.2% | -4.4% |
| 1Y | +2.9% | +90.0% | -87.2% | -4.2% |
| 3Y | +25.6% | +270.5% | -244.8% | +7.5% |
| 5Y | +18.6% | +1,084.5% | -1,066.0% | -12.9% |
| 10Y | +55.7% | +302.9% | -247.2% | +20.5% |
| All | +151.7% | +558.5% | -406.8% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling