+18.6%
HYG vs TPR
+222.6%
-204.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -0.7% | -5.1% | +4.4% | -0.3% |
| 30D | -0.6% | -27.6% | +27.0% | +2.0% |
| 3M | +0.4% | -17.5% | +17.9% | +1.7% |
| 6M | +1.2% | -21.3% | +22.6% | +2.8% |
| YTD | +1.5% | -8.5% | +9.9% | +1.5% |
| 1Y | +3.2% | +11.5% | -8.3% | +1.1% |
| 3Y | +25.9% | +288.0% | -262.1% | +6.1% |
| 5Y | +18.6% | +225.2% | -206.6% | -0.6% |
| All | +18.6% | +222.6% | -204.0% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling