+151.7%
HYG vs DE
+1,688.6%
-1,536.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | -0.7% | +9.0% | -9.8% | -2.1% |
| 3M | -0.2% | +19.1% | -19.3% | -3.1% |
| 6M | +1.4% | +14.4% | -13.0% | -1.1% |
| YTD | +1.5% | +45.9% | -44.5% | -5.0% |
| 1Y | +2.9% | +43.6% | -40.7% | -3.5% |
| 3Y | +25.6% | +75.9% | -50.2% | +12.9% |
| 5Y | +18.6% | +98.8% | -80.2% | +2.7% |
| 10Y | +55.7% | +861.4% | -805.7% | -0.9% |
| All | +151.7% | +1,688.6% | -1,536.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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