+151.8%
HYG vs DOV
+738.3%
-586.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | 0.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.4% |
| 30D | -0.6% | -9.9% | +9.3% | +1.4% |
| 3M | +0.4% | -12.1% | +12.5% | +2.7% |
| 6M | +1.2% | -10.4% | +11.7% | +3.0% |
| YTD | +1.5% | -3.3% | +4.8% | +1.6% |
| 1Y | +3.2% | +7.8% | -4.6% | +0.9% |
| 3Y | +25.9% | +36.3% | -10.4% | +16.1% |
| 5Y | +18.6% | +14.8% | +3.8% | +12.0% |
| 10Y | +55.8% | +294.0% | -238.2% | +11.5% |
| All | +151.8% | +738.3% | -586.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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