+29.6%
HYG vs DFNS
-99.9%
+129.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.7% | -6.3% | +5.6% | -0.7% |
| 30D | -0.7% | -74.0% | +73.2% | -0.8% |
| 3M | -0.2% | -70.1% | +70.0% | -0.1% |
| 6M | +1.4% | -93.9% | +95.3% | +1.4% |
| YTD | +1.5% | -98.1% | +99.5% | +1.4% |
| 1Y | +2.9% | -98.3% | +101.2% | +2.9% |
| 3Y | +25.6% | -99.9% | +125.5% | +24.2% |
| 5Y | +18.6% | -99.9% | +118.4% | +17.8% |
| All | +29.6% | -99.9% | +129.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling