-98.3%
DFNS vs HDB
-34.6%
-63.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | -16.0% | +0.4% | -16.4% | -16.8% |
| 30D | -77.7% | -2.8% | -74.9% | -76.9% |
| 3M | -77.2% | -3.5% | -73.6% | -74.2% |
| 6M | -95.2% | -24.7% | -70.5% | -94.6% |
| YTD | -98.0% | -36.6% | -61.4% | -97.9% |
| 1Y | -98.3% | -34.4% | -63.9% | -98.2% |
| All | -98.3% | -34.6% | -63.6% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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