-99.9%
DFNS vs HLT
+291.0%
-390.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.4% |
| 7D | +4.6% | -1.5% | +6.1% | +4.2% |
| 30D | -73.9% | -1.2% | -72.6% | -73.9% |
| 3M | -71.7% | -10.3% | -61.4% | -72.6% |
| 6M | -94.6% | +1.3% | -95.8% | -94.6% |
| YTD | -98.1% | +7.0% | -105.1% | -98.0% |
| 1Y | -98.3% | +11.9% | -110.2% | -98.2% |
| 3Y | -99.9% | +100.7% | -200.5% | -99.9% |
| 5Y | -99.9% | +147.5% | -247.4% | -99.9% |
| All | -99.9% | +291.0% | -390.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling