+151.7%
HYG vs DLTR
+821.0%
-669.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.7% | -10.1% | +9.4% | -0.1% |
| 30D | -0.7% | -8.1% | +7.4% | -0.2% |
| 3M | -0.2% | +2.9% | -3.1% | -0.5% |
| 6M | +1.4% | +4.3% | -2.9% | +0.8% |
| YTD | +1.5% | -3.9% | +5.4% | +1.3% |
| 1Y | +2.9% | +18.9% | -16.0% | +1.2% |
| 3Y | +25.6% | +1.9% | +23.7% | +23.5% |
| 5Y | +18.6% | +31.0% | -12.4% | +13.3% |
| 10Y | +55.7% | +44.8% | +11.0% | +44.5% |
| All | +151.7% | +821.0% | -669.3% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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