-99.9%
DFNS vs HRB
+28.7%
-128.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.1% |
| 7D | +0.8% | -9.1% | +9.9% | +1.8% |
| 30D | -73.2% | +0.3% | -73.5% | -73.2% |
| 3M | -72.4% | +23.4% | -95.8% | -71.3% |
| 6M | -95.2% | +45.1% | -140.3% | -94.9% |
| YTD | -98.0% | +8.9% | -106.9% | -98.3% |
| 1Y | -98.3% | -7.9% | -90.3% | -98.8% |
| 3Y | -99.9% | +27.9% | -127.8% | -99.9% |
| All | -99.9% | +28.7% | -128.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling