-99.9%
DFNS vs HDB
-4.4%
-95.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -1.3% |
| 7D | +0.8% | -2.0% | +2.8% | +0.5% |
| 30D | -73.2% | -4.9% | -68.4% | -73.4% |
| 3M | -72.4% | -2.3% | -70.1% | -72.6% |
| 6M | -95.2% | -23.7% | -71.5% | -95.7% |
| YTD | -98.0% | -38.5% | -59.5% | -98.4% |
| 1Y | -98.3% | -36.5% | -61.8% | -98.6% |
| 3Y | -99.9% | -28.5% | -71.4% | -99.9% |
| 5Y | -99.9% | -37.4% | -62.5% | -99.9% |
| All | -99.9% | -4.4% | -95.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling