+43.0%
HYG vs NTR
+97.9%
-55.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | -0.7% | +16.8% | -17.5% | -2.2% |
| 3M | -0.2% | +20.7% | -20.9% | -2.1% |
| 6M | +1.4% | +0.5% | +0.9% | +1.1% |
| YTD | +1.5% | +29.2% | -27.7% | -1.6% |
| 1Y | +2.9% | +39.6% | -36.7% | -1.2% |
| 3Y | +25.6% | +37.9% | -12.2% | +19.9% |
| 5Y | +18.6% | +47.1% | -28.5% | +8.6% |
| All | +43.0% | +97.9% | -55.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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