+3.9%
HYG vs TROW
+0.2%
+3.7%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +0.1% | -4.5% | +4.6% | +0.4% |
| 3M | +0.7% | +3.9% | -3.2% | +0.3% |
| 6M | +1.5% | +22.6% | -21.1% | -0.2% |
| YTD | +2.2% | +10.1% | -8.0% | +1.0% |
| 1Y | +3.9% | +3.6% | +0.3% | +2.7% |
| All | +3.9% | +0.2% | +3.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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