+153.4%
HYG vs XRT
+404.4%
-251.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -0.1% | -5.6% | +5.6% | +1.1% |
| 3M | +1.0% | +2.5% | -1.6% | +0.3% |
| 6M | +2.3% | +3.7% | -1.3% | +1.3% |
| YTD | +2.1% | +1.0% | +1.2% | +1.6% |
| 1Y | +3.8% | -1.2% | +5.0% | +3.6% |
| 3Y | +26.7% | +43.4% | -16.7% | +15.6% |
| 5Y | +19.3% | -0.7% | +20.0% | +15.6% |
| 10Y | +55.3% | +123.7% | -68.4% | +19.4% |
| All | +153.4% | +404.4% | -251.0% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling