+55.2%
HYG vs THC
+1,022.1%
-966.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -0.7% | -1.2% | +0.4% | -0.7% |
| 3M | -0.2% | +52.3% | -52.5% | -2.9% |
| 6M | +1.4% | +12.4% | -11.0% | +0.4% |
| YTD | +1.5% | +32.7% | -31.2% | -0.7% |
| 1Y | +2.9% | +36.4% | -33.5% | +0.4% |
| 3Y | +25.6% | +259.3% | -233.7% | +14.2% |
| 5Y | +18.6% | +262.7% | -244.1% | +6.1% |
| All | +55.2% | +1,022.1% | -966.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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