-99.9%
DFNS vs HRB
+296.0%
-395.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -3.3% | -12.2% | +8.8% | -2.7% |
| 30D | -73.1% | -3.0% | -70.1% | -73.0% |
| 3M | -71.4% | +21.7% | -93.1% | -70.7% |
| 6M | -93.8% | +52.3% | -146.2% | -93.5% |
| YTD | -98.0% | +6.5% | -104.5% | -98.1% |
| 1Y | -98.2% | -6.7% | -91.5% | -98.3% |
| 3Y | -99.9% | +25.1% | -125.0% | -99.9% |
| 5Y | -99.9% | +113.8% | -213.6% | -99.9% |
| All | -99.9% | +296.0% | -395.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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