-98.3%
DFNS vs HIG
+5.1%
-103.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -16.0% | +0.3% | -16.3% | -16.1% |
| 30D | -77.7% | -3.2% | -74.5% | -77.3% |
| 3M | -77.2% | +9.1% | -86.3% | -75.3% |
| 6M | -95.2% | -1.8% | -93.4% | -94.9% |
| YTD | -98.0% | +1.8% | -99.7% | -97.8% |
| 1Y | -98.3% | +4.6% | -102.8% | -98.1% |
| All | -98.3% | +5.1% | -103.3% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling