-98.2%
DFNS vs HBM
+103.9%
-202.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.1% | +5.5% |
| 7D | -3.3% | -3.7% | +0.4% | -1.9% |
| 30D | -73.1% | -3.7% | -69.4% | -72.4% |
| 3M | -71.4% | +8.0% | -79.4% | -73.1% |
| 6M | -93.8% | +15.8% | -109.6% | -94.3% |
| YTD | -98.0% | +34.4% | -132.4% | -98.5% |
| 1Y | -98.2% | +98.2% | -196.3% | -98.8% |
| All | -98.2% | +103.9% | -202.1% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling