+2,316.0%
TER vs HYG
+153.4%
+2,162.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +11.0% | 0.0% | +10.9% | +10.9% |
| 30D | -1.9% | -0.1% | -1.8% | -1.7% |
| 3M | -0.7% | +1.0% | -1.6% | -2.0% |
| 6M | +36.4% | +2.3% | +34.0% | +32.8% |
| YTD | +92.4% | +2.1% | +90.3% | +88.5% |
| 1Y | +213.5% | +3.8% | +209.7% | +199.4% |
| 3Y | +277.2% | +26.7% | +250.5% | +164.7% |
| 5Y | +219.1% | +19.3% | +199.9% | +156.4% |
| 10Y | +1,744.2% | +55.3% | +1,689.0% | +963.0% |
| All | +2,316.0% | +153.4% | +2,162.6% | +666.3% |
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