+55.2%
HYG vs DLR
+177.5%
-122.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -4.3% | +3.6% | -0.2% |
| 3M | -0.2% | +3.8% | -4.0% | -0.9% |
| 6M | +1.4% | +5.8% | -4.4% | +0.3% |
| YTD | +1.5% | +23.5% | -22.1% | -1.9% |
| 1Y | +2.9% | +11.1% | -8.2% | +0.9% |
| 3Y | +25.6% | +57.9% | -32.2% | +15.5% |
| 5Y | +18.6% | +44.0% | -25.4% | +9.0% |
| All | +55.2% | +177.5% | -122.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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