+608.3%
DVN vs HIG
+987.6%
-379.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +8.0% | -2.8% | +10.8% | +8.6% |
| 3M | +11.9% | +6.3% | +5.6% | +10.2% |
| 6M | +10.6% | -0.1% | +10.7% | +10.3% |
| YTD | +35.4% | +0.4% | +34.9% | +34.7% |
| 1Y | +46.5% | +6.2% | +40.2% | +43.7% |
| 3Y | +3.0% | +101.6% | -98.7% | -12.8% |
| 5Y | +120.5% | +119.8% | +0.7% | +84.3% |
| 10Y | +62.5% | +311.7% | -249.3% | +21.6% |
| All | +608.3% | +987.6% | -379.4% | +275.2% |
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