+153.0%
HYG vs RVTY
+471.5%
-318.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.2% |
| 7D | -0.2% | -5.4% | +5.3% | +0.7% |
| 30D | -0.1% | +6.7% | -6.8% | -1.1% |
| 3M | +0.7% | +19.0% | -18.3% | -2.2% |
| 6M | +1.5% | +34.6% | -33.1% | -3.6% |
| YTD | +1.9% | +28.3% | -26.3% | -2.7% |
| 1Y | +3.7% | +46.0% | -42.3% | -3.3% |
| 3Y | +26.5% | +16.9% | +9.6% | +19.8% |
| 5Y | +19.0% | -32.9% | +51.9% | +21.9% |
| 10Y | +56.5% | +141.6% | -85.1% | +24.3% |
| All | +153.0% | +471.5% | -318.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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