+358.3%
DELL vs HYG
+3.1%
+355.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.1% |
| 7D | +8.2% | -0.7% | +8.9% | +11.9% |
| 30D | +17.1% | -0.7% | +17.8% | +21.4% |
| 3M | +45.2% | -0.2% | +45.4% | +47.2% |
| 6M | +286.8% | +1.4% | +285.3% | +275.4% |
| YTD | +354.8% | +1.5% | +353.3% | +339.6% |
| 1Y | +358.3% | +2.9% | +355.4% | +322.4% |
| All | +358.3% | +3.1% | +355.2% | +322.4% |
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