-100.0%
DFNS vs HBM
+560.0%
-660.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.0% | -12.0% | -2.8% |
| 7D | -42.8% | +5.0% | -47.8% | -42.7% |
| 30D | -67.6% | -12.7% | -54.8% | -67.6% |
| 3M | -94.9% | -17.4% | -77.4% | -94.9% |
| 6M | -96.7% | -8.9% | -87.9% | -96.7% |
| YTD | -99.6% | +14.9% | -114.5% | -99.6% |
| 1Y | -99.7% | +41.4% | -141.1% | -99.7% |
| 3Y | -100.0% | +462.1% | -562.1% | -100.0% |
| 5Y | -100.0% | +224.0% | -324.0% | -100.0% |
| All | -100.0% | +560.0% | -660.0% | -100.0% |
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