+1,145.9%
DELL vs HYG
+18.4%
+1,127.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -0.7% | +8.9% | +10.0% |
| 30D | +17.1% | -0.7% | +17.8% | +19.1% |
| 3M | +45.2% | -0.2% | +45.4% | +46.0% |
| 6M | +286.8% | +1.4% | +285.3% | +278.1% |
| YTD | +354.8% | +1.5% | +353.3% | +344.5% |
| 1Y | +358.3% | +2.9% | +355.4% | +336.0% |
| 3Y | +724.9% | +25.6% | +699.3% | +460.8% |
| All | +1,145.9% | +18.4% | +1,127.5% | +851.1% |
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