+18.3%
HYG vs DAR
-9.0%
+27.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -0.7% | +2.6% | -3.4% | -0.9% |
| 3M | -0.2% | +14.2% | -14.4% | -1.2% |
| 6M | +1.4% | +17.2% | -15.8% | +0.1% |
| YTD | +1.5% | +80.9% | -79.4% | -3.0% |
| 1Y | +2.9% | +104.0% | -101.1% | -2.7% |
| 3Y | +25.6% | +3.6% | +22.0% | +25.0% |
| All | +18.3% | -9.0% | +27.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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