+151.7%
HYG vs DHI
+718.2%
-566.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.7% | -3.4% | +2.7% | -0.4% |
| 30D | -0.7% | -5.4% | +4.7% | -0.2% |
| 3M | -0.2% | -10.4% | +10.2% | +0.8% |
| 6M | +1.4% | -2.8% | +4.2% | +1.4% |
| YTD | +1.5% | -3.4% | +4.9% | +1.3% |
| 1Y | +2.9% | -22.9% | +25.8% | +5.0% |
| 3Y | +25.6% | +20.7% | +5.0% | +20.8% |
| 5Y | +18.6% | +62.1% | -43.6% | +9.3% |
| 10Y | +55.7% | +410.4% | -354.7% | +24.5% |
| All | +151.7% | +718.2% | -566.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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