+25.3%
VZ vs HYG
+19.1%
+6.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.2% |
| 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% | +10.1% |
| 6M | +1.8% | +1.5% | +0.3% | +1.0% |
| YTD | +28.3% | +1.9% | +26.3% | +26.9% |
| 1Y | +22.0% | +3.7% | +18.2% | +19.5% |
| 3Y | +81.8% | +26.5% | +55.4% | +58.8% |
| 5Y | +25.3% | +19.0% | +6.4% | +9.1% |
| All | +25.3% | +19.1% | +6.3% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling