-99.9%
DFNS vs HCA
+266.2%
-366.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -1.0% |
| 7D | +0.8% | -2.8% | +3.6% | -0.1% |
| 30D | -73.2% | -2.7% | -70.5% | -73.4% |
| 3M | -72.4% | +11.5% | -83.9% | -71.4% |
| 6M | -95.2% | -24.3% | -70.9% | -95.8% |
| YTD | -98.0% | -13.6% | -84.4% | -98.1% |
| 1Y | -98.3% | -3.2% | -95.1% | -98.3% |
| 3Y | -99.9% | +50.4% | -150.3% | -99.8% |
| 5Y | -99.9% | +64.8% | -164.6% | -99.8% |
| All | -99.9% | +266.2% | -366.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling