-99.9%
DFNS vs HBM
+522.1%
-621.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -0.5% |
| 7D | +0.8% | +7.4% | -6.6% | +1.2% |
| 30D | -73.2% | +5.1% | -78.3% | -73.1% |
| 3M | -72.4% | +11.1% | -83.6% | -72.9% |
| 6M | -95.2% | +30.2% | -125.4% | -95.0% |
| YTD | -98.0% | +46.2% | -144.2% | -97.8% |
| 1Y | -98.3% | +120.0% | -218.3% | -97.8% |
| 3Y | -99.9% | +527.4% | -627.3% | -99.8% |
| All | -99.9% | +522.1% | -621.9% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling