+55.6%
HYG vs D
+48.0%
+7.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -0.2% |
| 30D | +0.7% | +7.7% | -7.0% | -0.4% |
| 3M | -2.1% | -0.3% | -1.8% | -2.1% |
| 6M | -0.8% | +10.1% | -10.9% | -2.4% |
| YTD | +0.3% | +19.1% | -18.8% | -2.5% |
| 1Y | +1.8% | +15.9% | -14.1% | -0.7% |
| 3Y | +24.1% | +75.0% | -50.9% | +12.5% |
| 5Y | +17.7% | +13.4% | +4.4% | +14.2% |
| All | +55.6% | +48.0% | +7.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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