+153.4%
HYG vs TXT
+88.6%
+64.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -0.1% | -11.1% | +11.0% | +1.3% |
| 3M | +1.0% | -13.0% | +14.0% | +2.5% |
| 6M | +2.3% | -16.2% | +18.5% | +4.2% |
| YTD | +2.1% | -8.7% | +10.8% | +2.9% |
| 1Y | +3.8% | -3.8% | +7.6% | +3.8% |
| 3Y | +26.7% | +5.5% | +21.2% | +24.4% |
| 5Y | +19.3% | +12.3% | +7.0% | +15.3% |
| 10Y | +55.3% | +97.4% | -42.1% | +35.2% |
| All | +153.4% | +88.6% | +64.8% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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