+30.5%
HYG vs DFNS
-99.9%
+130.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | 0.0% | +0.8% | -0.8% | 0.0% |
| 30D | -0.1% | -73.2% | +73.2% | -0.1% |
| 3M | +1.0% | -72.4% | +73.4% | +1.0% |
| 6M | +2.3% | -95.2% | +97.5% | +2.3% |
| YTD | +2.1% | -98.0% | +100.1% | +2.1% |
| 1Y | +3.8% | -98.3% | +102.0% | +3.8% |
| 3Y | +26.7% | -99.9% | +126.6% | +25.2% |
| 5Y | +19.3% | -99.9% | +119.1% | +18.5% |
| All | +30.5% | -99.9% | +130.4% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling