-96.5%
DFNS vs HCA
+16.7%
-113.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.2% |
| 7D | -6.0% | +0.8% | -6.8% | -6.5% |
| 30D | -71.2% | +6.1% | -77.3% | -73.0% |
| 3M | -94.5% | +21.4% | -116.0% | -96.0% |
| 6M | -96.5% | +17.2% | -113.7% | -98.0% |
| All | -96.5% | +16.7% | -113.3% | -98.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling