-99.6%
DFNS vs HLT
+46.7%
-146.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.5% | -21.8% | -19.7% |
| 7D | -27.7% | +7.7% | -35.4% | -30.5% |
| 30D | -58.0% | +19.1% | -77.1% | -61.8% |
| 3M | -94.0% | +20.7% | -114.7% | -94.6% |
| 6M | -94.6% | +21.0% | -115.6% | -95.1% |
| YTD | -99.4% | +31.3% | -130.7% | -99.5% |
| 1Y | -99.6% | +45.9% | -145.5% | -99.8% |
| All | -99.6% | +46.7% | -146.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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