+539.1%
DIA vs HYG
+151.8%
+387.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.1% |
| 7D | -3.0% | -0.7% | -2.3% | -2.2% |
| 30D | -3.0% | -0.6% | -2.4% | -2.4% |
| 3M | +4.5% | +0.4% | +4.1% | +4.1% |
| 6M | +9.8% | +1.2% | +8.5% | +8.4% |
| YTD | +9.3% | +1.5% | +7.8% | +7.7% |
| 1Y | +16.0% | +3.2% | +12.8% | +12.2% |
| 3Y | +57.7% | +25.9% | +31.8% | +23.2% |
| 5Y | +63.8% | +18.6% | +45.2% | +36.9% |
| 10Y | +248.8% | +55.8% | +193.0% | +127.3% |
| All | +539.1% | +151.8% | +387.3% | +165.9% |
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 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