+151.7%
HYG vs ITW
+708.6%
-556.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -0.7% | -8.3% | +7.6% | +1.3% |
| 3M | -0.2% | +6.0% | -6.2% | -1.7% |
| 6M | +1.4% | 0.0% | +1.4% | +1.1% |
| YTD | +1.5% | +10.2% | -8.8% | -1.3% |
| 1Y | +2.9% | +3.2% | -0.3% | +1.5% |
| 3Y | +25.6% | +21.0% | +4.7% | +18.4% |
| 5Y | +18.6% | +37.9% | -19.4% | +7.1% |
| 10Y | +55.7% | +193.2% | -137.5% | +12.8% |
| All | +151.7% | +708.6% | -556.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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