+19.8%
HYG vs HTZ
-90.6%
+110.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | 0.0% |
| 7D | -0.2% | -10.4% | +10.2% | +0.1% |
| 30D | -0.1% | -2.4% | +2.3% | -0.2% |
| 3M | +0.7% | -60.9% | +61.6% | +2.5% |
| 6M | +1.5% | -50.2% | +51.8% | +2.4% |
| YTD | +1.9% | -59.7% | +61.7% | +3.4% |
| 1Y | +3.7% | -66.0% | +69.7% | +5.4% |
| 3Y | +26.5% | -87.1% | +113.5% | +32.7% |
| 5Y | +19.0% | -86.9% | +105.8% | +25.0% |
| All | +19.8% | -90.6% | +110.4% | +26.6% |
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