-100.0%
DFNS vs HAS
+100.3%
-200.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +12.9% |
| 7D | -37.0% | +3.3% | -40.2% | -36.7% |
| 30D | -63.4% | +30.5% | -93.9% | -62.3% |
| 3M | -94.1% | +29.9% | -124.0% | -93.9% |
| 6M | -96.3% | +26.5% | -122.9% | -96.3% |
| YTD | -99.6% | +51.9% | -151.5% | -99.5% |
| 1Y | -99.7% | +60.9% | -160.6% | -99.7% |
| 3Y | -100.0% | +215.0% | -315.0% | -100.0% |
| 5Y | -100.0% | +51.5% | -151.5% | -100.0% |
| All | -100.0% | +100.3% | -200.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling