-99.9%
DFNS vs HRB
+104.8%
-204.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.5% |
| 7D | +4.6% | -10.6% | +15.3% | +5.4% |
| 30D | -73.9% | -0.8% | -73.1% | -73.9% |
| 3M | -71.7% | +19.1% | -90.8% | -71.1% |
| 6M | -94.6% | +48.7% | -143.3% | -94.3% |
| YTD | -98.1% | +7.1% | -105.2% | -98.2% |
| 1Y | -98.3% | -8.3% | -90.0% | -98.5% |
| 3Y | -99.9% | +25.8% | -125.7% | -99.9% |
| 5Y | -99.9% | +111.1% | -211.0% | -99.9% |
| All | -99.9% | +104.8% | -204.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling