+2.9%
HYG vs TRMB
-28.6%
+31.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.6% |
| 30D | -0.7% | +2.3% | -3.1% | -0.9% |
| 3M | -0.2% | +15.3% | -15.5% | -1.0% |
| 6M | +1.4% | -14.7% | +16.1% | +2.3% |
| YTD | +1.5% | -26.4% | +27.9% | +3.1% |
| 1Y | +2.9% | -30.4% | +33.3% | +4.6% |
| All | +2.9% | -28.6% | +31.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling