-99.7%
DFNS vs HAL
+20.4%
-120.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.8% | -20.0% |
| 7D | -12.7% | +2.6% | -15.3% | -10.4% |
| 30D | -65.2% | -0.1% | -65.1% | -65.4% |
| 3M | -94.6% | -1.1% | -93.4% | -94.7% |
| 6M | -96.2% | -20.7% | -75.5% | -95.8% |
| YTD | -99.6% | +17.5% | -117.1% | -99.6% |
| 1Y | -99.7% | +24.1% | -123.8% | -99.7% |
| All | -99.7% | +20.4% | -120.1% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling