+18.3%
HYG vs RKT
-10.3%
+28.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -6.3% | +5.6% | -0.3% |
| 30D | -0.7% | -6.2% | +5.5% | -0.4% |
| 3M | -0.2% | -1.9% | +1.7% | -0.4% |
| 6M | +1.4% | -13.0% | +14.4% | +1.8% |
| YTD | +1.5% | -31.9% | +33.4% | +3.3% |
| 1Y | +2.9% | -37.6% | +40.5% | +5.2% |
| 3Y | +25.6% | +36.8% | -11.2% | +15.5% |
| All | +18.3% | -10.3% | +28.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 5y: compounded portfolio wealth divided by compounded RKT 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…
5y analysis · Full analysis span regression · 6 months rolling