-99.9%
DFNS vs HLT
+290.0%
-389.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -6.3% | -1.6% | -4.7% | -6.7% |
| 30D | -74.0% | -5.0% | -68.9% | -74.3% |
| 3M | -70.1% | -10.4% | -59.8% | -71.1% |
| 6M | -93.9% | +3.2% | -97.2% | -93.8% |
| YTD | -98.1% | +6.7% | -104.8% | -98.1% |
| 1Y | -98.3% | +10.3% | -108.6% | -98.2% |
| 3Y | -99.9% | +99.3% | -199.2% | -99.9% |
| 5Y | -99.9% | +143.7% | -243.6% | -99.9% |
| All | -99.9% | +290.0% | -389.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling