+143.3%
DELL vs HYG
+1.8%
+141.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -12.1% |
| 7D | -24.6% | -0.1% | -24.5% | -24.0% |
| 30D | -32.5% | +0.7% | -33.2% | -34.3% |
| 3M | -20.2% | -2.0% | -18.2% | -11.4% |
| 6M | +76.5% | -0.9% | +77.4% | +88.7% |
| YTD | +198.9% | +0.1% | +198.9% | +207.6% |
| 1Y | +143.3% | +1.6% | +141.7% | +123.9% |
| All | +143.3% | +1.8% | +141.5% | +123.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling