-100.0%
DFNS vs HIG
+273.8%
-373.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -2.7% |
| 7D | -42.8% | -0.5% | -42.3% | -42.9% |
| 30D | -67.6% | +4.5% | -72.0% | -66.8% |
| 3M | -94.9% | -5.5% | -89.4% | -94.9% |
| 6M | -96.7% | +3.1% | -99.8% | -96.6% |
| YTD | -99.6% | -0.8% | -98.8% | -99.6% |
| 1Y | -99.7% | +6.1% | -105.8% | -99.7% |
| 3Y | -100.0% | +94.1% | -194.1% | -100.0% |
| 5Y | -100.0% | +106.4% | -206.4% | -100.0% |
| All | -100.0% | +273.8% | -373.8% | -100.0% |
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