+142.4%
HYG vs DG
+551.9%
-409.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.7% | -6.3% | +5.6% | -0.4% |
| 30D | -0.6% | +2.4% | -3.0% | -0.7% |
| 3M | +0.4% | +12.4% | -12.0% | -0.4% |
| 6M | +1.2% | -14.9% | +16.2% | +2.0% |
| YTD | +1.5% | -6.1% | +7.5% | +1.6% |
| 1Y | +3.2% | +17.9% | -14.7% | +1.7% |
| 3Y | +25.9% | +3.1% | +22.8% | +23.8% |
| 5Y | +18.6% | -38.7% | +57.2% | +20.8% |
| 10Y | +55.8% | +99.6% | -43.9% | +44.8% |
| All | +142.4% | +551.9% | -409.5% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling