+1.5%
HYG vs TEVA
+81.5%
-80.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.1% | +4.7% | -4.8% | -0.2% |
| 30D | +0.7% | +5.5% | -4.8% | +0.5% |
| 3M | -2.0% | +21.6% | -23.6% | -2.6% |
| 6M | -0.9% | +18.4% | -19.3% | -1.4% |
| YTD | +0.1% | +34.1% | -34.0% | -1.3% |
| All | +1.5% | +81.5% | -80.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling