-99.9%
DFNS vs HIG
+279.2%
-379.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -2.3% | -1.1% | -4.4% |
| 30D | -73.1% | -1.2% | -71.9% | -73.0% |
| 3M | -71.4% | +6.3% | -77.7% | -70.3% |
| 6M | -93.8% | +0.6% | -94.4% | -93.8% |
| YTD | -98.0% | +0.6% | -98.7% | -98.0% |
| 1Y | -98.2% | +6.1% | -104.3% | -98.1% |
| 3Y | -99.9% | +102.0% | -201.9% | -99.9% |
| 5Y | -99.9% | +119.2% | -219.1% | -99.8% |
| All | -99.9% | +279.2% | -379.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling