+151.7%
HYG vs DVA
+545.7%
-394.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | -0.7% | 0.0% | -0.8% | -0.8% |
| 3M | -0.2% | -10.9% | +10.7% | +0.7% |
| 6M | +1.4% | +17.3% | -15.8% | -1.0% |
| YTD | +1.5% | +59.8% | -58.3% | -4.7% |
| 1Y | +2.9% | +36.3% | -33.4% | -1.6% |
| 3Y | +25.6% | +88.6% | -63.0% | +13.7% |
| 5Y | +18.6% | +47.5% | -29.0% | +8.7% |
| 10Y | +55.7% | +185.2% | -129.5% | +25.3% |
| All | +151.7% | +545.7% | -394.0% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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