+151.8%
HYG vs DKS
+541.6%
-389.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.7% | -4.7% | +4.0% | -0.4% |
| 30D | -0.6% | -35.1% | +34.5% | +2.4% |
| 3M | +0.4% | -37.7% | +38.1% | +3.7% |
| 6M | +1.2% | -30.7% | +32.0% | +3.5% |
| YTD | +1.5% | -31.9% | +33.4% | +3.8% |
| 1Y | +3.2% | -40.0% | +43.2% | +6.5% |
| 3Y | +25.9% | +28.4% | -2.5% | +19.7% |
| 5Y | +18.6% | +12.4% | +6.2% | +11.8% |
| 10Y | +55.8% | +197.8% | -142.1% | +27.9% |
| All | +151.8% | +541.6% | -389.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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