-98.3%
DFNS vs HCA
+8.6%
-106.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.7% |
| 7D | -6.3% | +5.4% | -11.8% | -10.9% |
| 30D | -74.0% | +3.0% | -76.9% | -74.9% |
| 3M | -70.1% | +13.0% | -83.2% | -73.9% |
| 6M | -93.9% | -20.3% | -73.7% | -94.3% |
| YTD | -98.1% | -8.2% | -89.9% | -98.3% |
| 1Y | -98.3% | +6.7% | -105.0% | -97.7% |
| All | -98.3% | +8.6% | -106.9% | -97.7% |
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