+151.7%
HYG vs TROW
+306.1%
-154.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | -0.7% | -3.2% | +2.5% | -0.2% |
| 30D | -0.7% | -4.6% | +3.9% | +0.1% |
| 3M | -0.2% | -0.7% | +0.5% | -0.2% |
| 6M | +1.4% | +22.2% | -20.8% | -2.2% |
| YTD | +1.5% | +6.6% | -5.2% | 0.0% |
| 1Y | +2.9% | +5.8% | -2.9% | +1.4% |
| 3Y | +25.6% | +11.6% | +14.0% | +21.3% |
| 5Y | +18.6% | -38.9% | +57.5% | +24.5% |
| 10Y | +55.7% | +128.5% | -72.8% | +27.0% |
| All | +151.7% | +306.1% | -154.3% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling