-99.9%
DFNS vs HIG
+283.6%
-383.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | 0.0% |
| 7D | -16.0% | +0.3% | -16.3% | -15.9% |
| 30D | -77.7% | -3.2% | -74.5% | -77.8% |
| 3M | -77.2% | +9.1% | -86.3% | -76.0% |
| 6M | -95.2% | -1.8% | -93.4% | -95.2% |
| YTD | -98.0% | +1.8% | -99.7% | -97.9% |
| 1Y | -98.3% | +4.6% | -102.8% | -98.2% |
| 3Y | -99.9% | +101.6% | -201.5% | -99.8% |
| 5Y | -99.9% | +124.5% | -224.3% | -99.8% |
| All | -99.9% | +283.6% | -383.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling