+18.3%
HYG vs DT
-27.6%
+45.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 6M | +1.4% | +35.9% | -34.5% | -1.5% |
| YTD | +1.5% | +17.8% | -16.4% | -0.4% |
| 1Y | +2.9% | +4.1% | -1.2% | +2.1% |
| 3Y | +25.6% | +5.3% | +20.3% | +23.3% |
| All | +18.3% | -27.6% | +45.8% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling