-99.9%
DFNS vs HLT
+145.1%
-244.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.5% |
| 7D | -3.3% | -2.6% | -0.8% | -4.2% |
| 30D | -73.1% | -2.6% | -70.5% | -73.3% |
| 3M | -71.4% | -9.4% | -62.0% | -72.5% |
| 6M | -93.8% | +2.7% | -96.6% | -93.8% |
| YTD | -98.0% | +6.8% | -104.8% | -98.0% |
| 1Y | -98.2% | +12.4% | -110.5% | -98.1% |
| 3Y | -99.9% | +100.2% | -200.1% | -99.9% |
| 5Y | -99.9% | +143.7% | -243.6% | -99.8% |
| All | -99.9% | +145.1% | -244.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling