+32.8%
HYG vs DT
+101.6%
-68.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -0.7% | -2.5% | +1.8% | -0.5% |
| 30D | -0.6% | +3.5% | -4.1% | -0.9% |
| 3M | +0.4% | +26.7% | -26.3% | -1.7% |
| 6M | +1.2% | +36.1% | -34.9% | -1.8% |
| YTD | +1.5% | +18.6% | -17.2% | -0.5% |
| 1Y | +3.2% | +7.9% | -4.7% | +1.9% |
| 3Y | +25.9% | +8.6% | +17.3% | +23.1% |
| 5Y | +18.6% | -26.7% | +45.3% | +17.2% |
| All | +32.8% | +101.6% | -68.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling