-100.0%
DFNS vs HAL
+151.5%
-251.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -2.9% |
| 7D | -42.8% | -7.9% | -34.9% | -44.9% |
| 30D | -67.6% | -2.1% | -65.5% | -67.7% |
| 3M | -94.9% | +0.4% | -95.3% | -94.8% |
| 6M | -96.7% | -19.2% | -77.5% | -96.8% |
| YTD | -99.6% | +14.4% | -114.0% | -99.6% |
| 1Y | -99.7% | +18.0% | -117.7% | -99.7% |
| 3Y | -100.0% | -9.7% | -90.3% | -100.0% |
| 5Y | -100.0% | +40.1% | -140.1% | -100.0% |
| All | -100.0% | +151.5% | -251.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling