+25.6%
HYG vs TRU
-1.3%
+26.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | -0.7% | -2.0% | +1.3% | -0.6% |
| 3M | -0.2% | +18.4% | -18.6% | -1.4% |
| 6M | +1.4% | +8.9% | -7.4% | +0.6% |
| YTD | +1.5% | -8.9% | +10.4% | +1.7% |
| 1Y | +2.9% | -15.9% | +18.8% | +3.6% |
| 3Y | +25.6% | -1.1% | +26.7% | +26.5% |
| All | +25.6% | -1.3% | +26.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling