+278.4%
TER vs HYG
+25.7%
+252.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -1.3% |
| 7D | +9.4% | -0.7% | +10.1% | +13.4% |
| 30D | -2.4% | -0.6% | -1.9% | +0.3% |
| 3M | +6.5% | +0.4% | +6.1% | +5.1% |
| 6M | +23.2% | +1.2% | +21.9% | +19.8% |
| YTD | +91.5% | +1.5% | +90.0% | +85.6% |
| 1Y | +214.8% | +3.2% | +211.6% | +186.6% |
| All | +278.4% | +25.7% | +252.7% | +100.6% |
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 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