-22.5%
DIS vs HYG
+17.6%
-40.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.6% |
| 30D | +9.2% | +0.7% | +8.5% | +7.8% |
| 3M | +13.5% | -2.1% | +15.6% | +18.3% |
| 6M | +14.3% | -0.8% | +15.1% | +16.2% |
| YTD | +5.4% | +0.3% | +5.1% | +5.0% |
| 1Y | +12.2% | +1.8% | +10.4% | +8.7% |
| 3Y | +37.2% | +24.1% | +13.1% | -6.2% |
| All | -22.5% | +17.6% | -40.2% | -40.8% |
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