-99.9%
DFNS vs DHI
+61.2%
-161.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.2% |
| 7D | -6.3% | -3.4% | -2.9% | -7.0% |
| 30D | -74.0% | -5.4% | -68.5% | -74.2% |
| 3M | -70.1% | -10.4% | -59.7% | -71.1% |
| 6M | -93.9% | -2.8% | -91.1% | -94.0% |
| YTD | -98.1% | -3.4% | -94.7% | -98.1% |
| 1Y | -98.3% | -22.9% | -75.4% | -98.4% |
| 3Y | -99.9% | +20.7% | -120.6% | -99.9% |
| All | -99.9% | +61.2% | -161.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling