+289.7%
VZ vs HYG
+153.5%
+136.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +7.9% | +0.1% | +7.8% | +7.8% |
| 3M | +13.6% | +0.7% | +13.0% | +13.2% |
| 6M | +1.1% | +1.5% | -0.4% | +0.1% |
| YTD | +29.3% | +2.2% | +27.1% | +27.4% |
| 1Y | +21.2% | +3.9% | +17.3% | +18.2% |
| 3Y | +75.9% | +26.0% | +49.9% | +51.1% |
| 5Y | +24.1% | +19.2% | +4.9% | +10.2% |
| 10Y | +62.4% | +54.8% | +7.6% | +22.1% |
| All | +289.7% | +153.5% | +136.2% | +127.1% |
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 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