+151.7%
HYG vs TDY
+1,477.7%
-1,326.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -0.7% | -12.0% | +11.3% | +1.4% |
| 3M | -0.2% | -3.2% | +3.0% | +0.2% |
| 6M | +1.4% | -7.9% | +9.3% | +2.6% |
| YTD | +1.5% | +18.2% | -16.8% | -1.9% |
| 1Y | +2.9% | +6.7% | -3.8% | +1.1% |
| 3Y | +25.6% | +47.5% | -21.9% | +15.7% |
| 5Y | +18.6% | +39.5% | -20.9% | +9.3% |
| 10Y | +55.7% | +477.2% | -421.4% | +8.2% |
| All | +151.7% | +1,477.7% | -1,326.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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