+55.2%
HYG vs TEVA
-22.9%
+78.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.1% |
| 7D | -0.7% | +2.0% | -2.7% | -0.8% |
| 30D | -0.7% | +1.0% | -1.7% | -0.8% |
| 3M | -0.2% | +7.3% | -7.5% | -0.7% |
| 6M | +1.4% | +21.7% | -20.3% | +0.2% |
| YTD | +1.5% | +18.8% | -17.4% | +0.3% |
| 1Y | +2.9% | +86.5% | -83.6% | -1.0% |
| 3Y | +25.6% | +269.4% | -243.8% | +14.9% |
| 5Y | +18.6% | +303.6% | -285.0% | +6.7% |
| All | +55.2% | -22.9% | +78.1% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling