+229.2%
TER vs HYG
+3.1%
+226.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.8% |
| 7D | +6.4% | -0.7% | +7.1% | +13.0% |
| 30D | -5.7% | -0.7% | -5.0% | +0.3% |
| 3M | -0.4% | -0.2% | -0.2% | +1.6% |
| 6M | +25.8% | +1.4% | +24.4% | +18.0% |
| YTD | +96.4% | +1.5% | +95.0% | +86.8% |
| 1Y | +229.2% | +2.9% | +226.3% | +187.6% |
| All | +229.2% | +3.1% | +226.2% | +187.6% |
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