+232.0%
T vs HYG
+153.0%
+79.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -3.1% | -0.2% | -2.9% | -2.9% |
| 30D | +4.6% | -0.1% | +4.7% | +4.7% |
| 3M | +12.2% | +0.7% | +11.5% | +11.5% |
| 6M | -6.5% | +1.5% | -8.0% | -7.8% |
| YTD | +4.9% | +1.9% | +2.9% | +3.0% |
| 1Y | -10.5% | +3.7% | -14.2% | -13.4% |
| 3Y | +104.6% | +26.5% | +78.1% | +66.4% |
| 5Y | +64.2% | +19.0% | +45.2% | +40.5% |
| 10Y | +68.4% | +56.5% | +12.0% | +16.5% |
| All | +232.0% | +153.0% | +79.0% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling