+79.2%
VZ vs HYG
+26.3%
+52.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +5.8% | -0.1% | +5.8% | +5.8% |
| 3M | +10.5% | +0.7% | +9.8% | +10.2% |
| 6M | +1.8% | +1.5% | +0.3% | +1.2% |
| YTD | +28.3% | +1.9% | +26.3% | +27.3% |
| 1Y | +22.0% | +3.7% | +18.2% | +20.1% |
| All | +79.2% | +26.3% | +52.9% | +48.1% |
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 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