-52.2%
RDDT vs HYG
+1.2%
-53.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.6% | -6.3% |
| 7D | -27.6% | -0.4% | -27.2% | -25.7% |
| 30D | -37.0% | 0.0% | -37.0% | -36.6% |
| 3M | -39.6% | -2.3% | -37.3% | -31.5% |
| 6M | -45.3% | -1.3% | -44.0% | -40.6% |
| YTD | -59.2% | -0.3% | -58.9% | -58.5% |
| 1Y | -52.2% | +1.2% | -53.4% | -59.7% |
| All | -52.2% | +1.2% | -53.4% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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