+62.8%
VZ vs HYG
+56.1%
+6.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.8% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | +5.7% | -0.6% | +6.3% | +6.1% |
| 3M | +8.2% | +0.4% | +7.8% | +7.9% |
| 6M | +1.7% | +1.2% | +0.5% | +0.8% |
| YTD | +28.9% | +1.5% | +27.4% | +27.4% |
| 1Y | +22.7% | +3.2% | +19.6% | +19.9% |
| 3Y | +82.7% | +25.9% | +56.8% | +53.7% |
| 5Y | +26.4% | +18.6% | +7.8% | +11.4% |
| All | +62.8% | +56.1% | +6.7% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling