+110.2%
T vs HYG
+25.7%
+84.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | +7.5% | -0.7% | +8.2% | +7.7% |
| 3M | +14.8% | -0.2% | +15.0% | +14.9% |
| 6M | -1.7% | +1.4% | -3.2% | -2.3% |
| YTD | +8.7% | +1.5% | +7.2% | +8.0% |
| 1Y | -7.5% | +2.9% | -10.4% | -8.8% |
| 3Y | +110.2% | +25.6% | +84.6% | +82.9% |
| All | +110.2% | +25.7% | +84.5% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling