+153.0%
HYG vs DD
+170.8%
-17.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | -0.2% | -3.8% | +3.6% | +0.4% |
| 30D | -0.1% | -9.2% | +9.1% | +1.4% |
| 3M | +0.7% | -9.0% | +9.7% | +2.0% |
| 6M | +1.5% | -5.0% | +6.5% | +2.0% |
| YTD | +1.9% | +7.4% | -5.4% | +0.2% |
| 1Y | +3.7% | +35.1% | -31.4% | -2.0% |
| 3Y | +26.5% | +43.2% | -16.7% | +16.8% |
| 5Y | +19.0% | +59.6% | -40.7% | +6.6% |
| 10Y | +56.5% | +66.5% | -10.0% | +32.6% |
| All | +153.0% | +170.8% | -17.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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