+32.7%
HYG vs DT
+100.3%
-67.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | -0.7% | +3.0% | -3.8% | -1.0% |
| 3M | -0.2% | +26.5% | -26.7% | -2.3% |
| 6M | +1.4% | +35.9% | -34.5% | -1.6% |
| YTD | +1.5% | +17.8% | -16.4% | -0.5% |
| 1Y | +2.9% | +4.1% | -1.2% | +1.9% |
| 3Y | +25.6% | +5.3% | +20.3% | +23.2% |
| 5Y | +18.6% | -27.2% | +45.7% | +17.3% |
| All | +32.7% | +100.3% | -67.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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