+18.3%
HYG vs TGT
-25.8%
+44.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -5.2% | +4.5% | -0.3% |
| 30D | -0.7% | +1.2% | -1.9% | -0.9% |
| 3M | -0.2% | +18.4% | -18.6% | -1.6% |
| 6M | +1.4% | +33.4% | -32.0% | -1.1% |
| YTD | +1.5% | +63.8% | -62.4% | -2.9% |
| 1Y | +2.9% | +77.2% | -74.3% | -2.3% |
| 3Y | +25.6% | +41.8% | -16.1% | +19.4% |
| All | +18.3% | -25.8% | +44.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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