-99.9%
DFNS vs HCA
+69.3%
-169.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.9% | -9.6% | -2.9% |
| 7D | +4.6% | +4.9% | -0.3% | +6.5% |
| 30D | -73.9% | +1.9% | -75.8% | -73.6% |
| 3M | -71.7% | +12.7% | -84.5% | -70.4% |
| 6M | -94.6% | -22.3% | -72.2% | -95.4% |
| YTD | -98.1% | -9.3% | -88.7% | -98.2% |
| 1Y | -98.3% | +2.7% | -101.0% | -98.3% |
| 3Y | -99.9% | +57.8% | -157.7% | -99.8% |
| All | -99.9% | +69.3% | -169.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling