+43.2%
TER vs HYG
+1.8%
+41.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -12.3% |
| 7D | -19.9% | -0.1% | -19.8% | -19.2% |
| 30D | -43.5% | +0.7% | -44.2% | -46.8% |
| 3M | -37.8% | -2.0% | -35.8% | -25.2% |
| 6M | -25.6% | -0.9% | -24.7% | -17.9% |
| YTD | +29.8% | +0.1% | +29.8% | +38.1% |
| 1Y | +43.2% | +1.6% | +41.6% | +31.8% |
| All | +43.2% | +1.8% | +41.3% | +31.8% |
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