-100.0%
DFNS vs HAL
+41.5%
-141.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.3% | -12.0% | -12.4% |
| 7D | -44.0% | -12.0% | -32.0% | -48.2% |
| 30D | -69.1% | +0.3% | -69.4% | -69.0% |
| 3M | -95.6% | -1.6% | -94.0% | -95.7% |
| 6M | -96.2% | -20.5% | -75.7% | -96.3% |
| YTD | -99.6% | +14.2% | -113.8% | -99.6% |
| 1Y | -99.7% | +18.9% | -118.6% | -99.7% |
| 3Y | -100.0% | -13.7% | -86.2% | -100.0% |
| All | -100.0% | +41.5% | -141.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling