+153.4%
HYG vs DAR
+916.8%
-763.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -0.1% | +13.0% | -13.0% | -1.4% |
| 3M | +1.0% | +15.0% | -14.0% | -0.7% |
| 6M | +2.3% | +26.8% | -24.5% | -0.6% |
| YTD | +2.1% | +86.4% | -84.3% | -4.9% |
| 1Y | +3.8% | +115.1% | -111.3% | -5.1% |
| 3Y | +26.7% | +14.6% | +12.1% | +22.0% |
| 5Y | +19.3% | -8.8% | +28.1% | +15.9% |
| 10Y | +55.3% | +356.5% | -301.3% | +20.1% |
| All | +153.4% | +916.8% | -763.4% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling