+151.7%
HYG vs TTWO
+961.5%
-809.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -0.7% | -11.3% | +10.6% | +0.1% |
| 3M | -0.2% | +1.6% | -1.8% | -0.5% |
| 6M | +1.4% | +2.1% | -0.6% | +1.0% |
| YTD | +1.5% | -15.8% | +17.3% | +2.5% |
| 1Y | +2.9% | -12.6% | +15.5% | +3.5% |
| 3Y | +25.6% | +48.2% | -22.6% | +20.7% |
| 5Y | +18.6% | +40.0% | -21.4% | +13.2% |
| 10Y | +55.7% | +404.1% | -348.4% | +31.9% |
| All | +151.7% | +961.5% | -809.8% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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