+9.5%
DVN vs HIG
+101.1%
-91.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.5% | -1.5% | +6.0% | +5.0% |
| 30D | +12.0% | -0.4% | +12.3% | +12.0% |
| 3M | +13.4% | +6.7% | +6.7% | +10.4% |
| 6M | +12.1% | +2.0% | +10.1% | +10.6% |
| YTD | +38.8% | +0.3% | +38.5% | +37.8% |
| 1Y | +46.0% | +4.2% | +41.8% | +42.1% |
| 3Y | +9.5% | +102.2% | -92.7% | -18.0% |
| All | +9.5% | +101.1% | -91.6% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling