+17.8%
HYG vs HTZ
-93.2%
+111.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -0.4% | -8.5% | +8.2% | -0.2% |
| 30D | +0.7% | -18.9% | +19.6% | +1.1% |
| 3M | -2.1% | -36.0% | +33.9% | -1.2% |
| 6M | -0.8% | -74.6% | +73.8% | +1.9% |
| YTD | +0.3% | -70.8% | +71.1% | +2.3% |
| 1Y | +1.8% | -75.3% | +77.0% | +4.3% |
| 3Y | +24.1% | -81.6% | +105.7% | +26.0% |
| 5Y | +17.7% | -94.4% | +112.2% | +24.9% |
| All | +17.8% | -93.2% | +111.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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