-99.9%
DFNS vs HAL
+192.4%
-292.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.4% |
| 7D | -16.0% | +2.9% | -18.9% | -15.0% |
| 30D | -77.7% | +17.0% | -94.7% | -76.4% |
| 3M | -77.2% | -9.7% | -67.5% | -76.7% |
| 6M | -95.2% | +8.6% | -103.8% | -94.8% |
| YTD | -98.0% | +33.0% | -131.0% | -97.7% |
| 1Y | -98.3% | +68.3% | -166.6% | -97.9% |
| 3Y | -99.9% | +0.1% | -100.0% | -99.9% |
| 5Y | -99.9% | +102.6% | -202.5% | -99.8% |
| All | -99.9% | +192.4% | -292.3% | -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 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