+18.3%
HYG vs DG
-37.9%
+56.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.7% | -6.5% | +5.8% | -0.5% |
| 30D | -0.7% | +4.2% | -4.9% | -0.9% |
| 3M | -0.2% | +9.5% | -9.7% | -0.5% |
| 6M | +1.4% | -13.1% | +14.6% | +1.8% |
| YTD | +1.5% | -4.8% | +6.3% | +1.5% |
| 1Y | +2.9% | +20.6% | -17.7% | +2.0% |
| 3Y | +25.6% | +4.9% | +20.7% | +24.5% |
| All | +18.3% | -37.9% | +56.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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