+151.7%
HYG vs TRI
+303.1%
-151.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.7% | -7.9% | +7.2% | +0.7% |
| 30D | -0.7% | -4.5% | +3.8% | -0.1% |
| 3M | -0.2% | +22.1% | -22.3% | -4.7% |
| 6M | +1.4% | -2.8% | +4.2% | +0.5% |
| YTD | +1.5% | -23.4% | +24.9% | +4.8% |
| 1Y | +2.9% | -41.5% | +44.4% | +12.4% |
| 3Y | +25.6% | -19.2% | +44.9% | +26.2% |
| 5Y | +18.6% | -9.4% | +28.0% | +15.1% |
| 10Y | +55.7% | +195.6% | -139.8% | +13.5% |
| All | +151.7% | +303.1% | -151.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 all: compounded portfolio wealth divided by compounded TRI 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…
all analysis · Full analysis span regression · 6 months rolling