-100.0%
DFNS vs HAL
+166.5%
-266.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.1% | -8.6% | -4.4% |
| 7D | -6.0% | +6.1% | -12.1% | -4.0% |
| 30D | -71.2% | +2.9% | -74.1% | -70.9% |
| 3M | -94.5% | +3.3% | -97.9% | -94.5% |
| 6M | -96.5% | -16.9% | -79.6% | -96.6% |
| YTD | -99.6% | +21.2% | -120.8% | -99.6% |
| 1Y | -99.7% | +27.5% | -127.2% | -99.7% |
| 3Y | -100.0% | -6.4% | -93.5% | -100.0% |
| 5Y | -100.0% | +58.0% | -158.0% | -100.0% |
| All | -100.0% | +166.5% | -266.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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