+23.5%
DIS vs HYG
+56.1%
-32.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.2% | -0.7% | +1.9% | +2.5% |
| 30D | +3.2% | -0.7% | +4.0% | +4.6% |
| 3M | +7.0% | -0.2% | +7.2% | +7.4% |
| 6M | +6.4% | +1.4% | +5.0% | +3.9% |
| YTD | -5.6% | +1.5% | -7.1% | -7.9% |
| 1Y | -7.7% | +2.9% | -10.6% | -12.1% |
| 3Y | +33.2% | +25.6% | +7.5% | -9.7% |
| 5Y | -40.3% | +18.6% | -58.9% | -54.6% |
| All | +23.5% | +56.1% | -32.6% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling