-99.9%
DFNS vs HAL
+101.7%
-201.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.2% |
| 7D | +0.8% | +0.5% | +0.3% | +1.2% |
| 30D | -73.2% | +15.9% | -89.2% | -71.1% |
| 3M | -72.4% | -8.7% | -63.7% | -71.6% |
| 6M | -95.2% | +9.0% | -104.3% | -94.7% |
| YTD | -98.0% | +32.0% | -130.0% | -97.6% |
| 1Y | -98.3% | +72.5% | -170.7% | -97.7% |
| 3Y | -99.9% | -4.5% | -95.3% | -99.8% |
| 5Y | -99.9% | +109.7% | -209.5% | -99.8% |
| All | -99.9% | +101.7% | -201.5% | -99.8% |
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