-99.9%
DFNS vs HIG
+122.5%
-222.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -2.3% |
| 7D | +0.8% | -1.1% | +1.9% | -0.1% |
| 30D | -73.2% | -4.9% | -68.3% | -73.8% |
| 3M | -72.4% | +6.8% | -79.2% | -70.7% |
| 6M | -95.2% | -1.7% | -93.5% | -95.3% |
| YTD | -98.0% | -0.2% | -97.8% | -98.0% |
| 1Y | -98.3% | +5.7% | -104.0% | -98.1% |
| 3Y | -99.9% | +100.3% | -200.2% | -99.8% |
| 5Y | -99.9% | +118.5% | -218.3% | -99.8% |
| All | -99.9% | +122.5% | -222.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling