+55.2%
HYG vs DGX
+255.3%
-200.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -0.7% | -1.2% | +0.4% | -0.6% |
| 3M | -0.2% | +15.8% | -16.0% | -2.2% |
| 6M | +1.4% | +18.2% | -16.7% | -0.9% |
| YTD | +1.5% | +37.2% | -35.7% | -3.0% |
| 1Y | +2.9% | +30.4% | -27.5% | -1.0% |
| 3Y | +25.6% | +96.7% | -71.1% | +12.9% |
| 5Y | +18.6% | +67.2% | -48.6% | +8.4% |
| All | +55.2% | +255.3% | -200.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling