-98.3%
DFNS vs HIG
+6.8%
-105.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | -73.9% | -2.8% | -71.1% | -73.6% |
| 3M | -71.7% | +6.3% | -78.1% | -69.6% |
| 6M | -94.6% | -0.1% | -94.5% | -94.2% |
| YTD | -98.1% | +0.4% | -98.5% | -98.0% |
| 1Y | -98.3% | +6.2% | -104.5% | -98.1% |
| All | -98.3% | +6.8% | -105.1% | -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