+69.5%
T vs HYG
+18.4%
+51.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.9% |
| 30D | +7.5% | -0.7% | +8.2% | +8.0% |
| 3M | +14.8% | -0.2% | +15.0% | +14.9% |
| 6M | -1.7% | +1.4% | -3.2% | -2.7% |
| YTD | +8.7% | +1.5% | +7.2% | +7.5% |
| 1Y | -7.5% | +2.9% | -10.4% | -9.3% |
| 3Y | +110.2% | +25.6% | +84.6% | +78.3% |
| All | +69.5% | +18.4% | +51.1% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling