-99.6%
DFNS vs HCA
+11.2%
-110.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +10.3% | -28.7% | -25.2% |
| 7D | -27.7% | +10.2% | -37.9% | -33.9% |
| 30D | -58.0% | +17.4% | -75.4% | -63.6% |
| 3M | -94.0% | +27.7% | -121.7% | -95.3% |
| 6M | -94.6% | +20.0% | -114.6% | -95.9% |
| YTD | -99.4% | +10.0% | -109.4% | -99.6% |
| 1Y | -99.6% | +9.0% | -108.7% | -99.7% |
| All | -99.6% | +11.2% | -110.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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