-100.0%
DFNS vs HDB
+9.8%
-109.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -2.5% |
| 7D | -42.8% | +13.7% | -56.5% | -41.3% |
| 30D | -67.6% | +15.8% | -83.4% | -66.6% |
| 3M | -94.9% | +9.2% | -104.1% | -94.8% |
| 6M | -96.7% | +3.2% | -99.9% | -96.8% |
| YTD | -99.6% | -29.4% | -70.2% | -99.7% |
| 1Y | -99.7% | -27.9% | -71.8% | -99.8% |
| 3Y | -100.0% | -5.9% | -94.1% | -100.0% |
| 5Y | -100.0% | -23.5% | -76.5% | -100.0% |
| All | -100.0% | +9.8% | -109.8% | -100.0% |
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