+278.3%
DIS vs HYG
+153.4%
+124.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +0.1% | -0.1% | +0.2% | +0.3% |
| 3M | +7.1% | +1.0% | +6.1% | +5.8% |
| 6M | +4.3% | +2.3% | +1.9% | +1.3% |
| YTD | -6.9% | +2.1% | -9.1% | -9.3% |
| 1Y | -10.3% | +3.8% | -14.1% | -14.4% |
| 3Y | +32.8% | +26.7% | +6.1% | -1.3% |
| 5Y | -41.5% | +19.3% | -60.7% | -52.4% |
| 10Y | +21.2% | +55.3% | -34.1% | -25.6% |
| All | +278.3% | +153.4% | +124.9% | +35.0% |
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 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