-99.9%
DFNS vs HDB
-1.4%
-98.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | -16.0% | +0.4% | -16.4% | -15.9% |
| 30D | -77.7% | -2.8% | -74.9% | -77.8% |
| 3M | -77.2% | -3.5% | -73.6% | -77.6% |
| 6M | -95.2% | -24.7% | -70.5% | -95.8% |
| YTD | -98.0% | -36.6% | -61.4% | -98.4% |
| 1Y | -98.3% | -34.4% | -63.9% | -98.6% |
| 3Y | -99.9% | -24.4% | -75.5% | -99.9% |
| 5Y | -99.9% | -35.4% | -64.5% | -99.9% |
| All | -99.9% | -1.4% | -98.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling