-99.9%
DFNS vs HBM
+694.2%
-794.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -16.0% | -6.4% | -9.6% | -16.1% |
| 30D | -77.7% | +5.9% | -83.6% | -77.6% |
| 3M | -77.2% | -8.9% | -68.3% | -77.7% |
| 6M | -95.2% | +10.7% | -105.9% | -95.2% |
| YTD | -98.0% | +38.3% | -136.2% | -97.9% |
| 1Y | -98.3% | +121.3% | -219.6% | -98.1% |
| 3Y | -99.9% | +450.6% | -550.5% | -99.9% |
| 5Y | -99.9% | +338.0% | -437.8% | -99.8% |
| All | -99.9% | +694.2% | -794.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling