+24.1%
HYG vs TPR
+403.8%
-379.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +0.7% | +15.1% | -14.4% | -0.1% |
| 3M | -2.1% | +3.5% | -5.6% | -2.3% |
| 6M | -0.8% | +0.4% | -1.3% | -1.1% |
| YTD | +0.3% | +4.6% | -4.3% | -0.4% |
| 1Y | +1.8% | +33.1% | -31.3% | -0.4% |
| 3Y | +24.1% | +396.0% | -371.8% | +9.6% |
| All | +24.1% | +403.8% | -379.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling