+3.9%
HYG vs DVN
+41.2%
-37.3%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -0.2% | +1.5% | -1.7% | -0.1% |
| 30D | +0.1% | +14.2% | -14.1% | +0.4% |
| 3M | +0.7% | +5.2% | -4.6% | +0.8% |
| 6M | +1.5% | +11.9% | -10.4% | +1.4% |
| YTD | +2.2% | +32.8% | -30.7% | +2.0% |
| 1Y | +3.9% | +38.6% | -34.7% | +3.4% |
| All | +3.9% | +41.2% | -37.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling