+1.6%
HYG vs XRT
+18.0%
-16.4%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.2% |
| 7D | -0.1% | +8.0% | -8.1% | -0.9% |
| 30D | +0.7% | +13.0% | -12.3% | -0.6% |
| 3M | -2.0% | +1.7% | -3.7% | -2.2% |
| 6M | -0.9% | +12.6% | -13.5% | -2.3% |
| YTD | +0.1% | +10.7% | -10.6% | -1.5% |
| 1Y | +1.6% | +18.4% | -16.8% | -0.4% |
| All | +1.6% | +18.0% | -16.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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