-100.0%
DFNS vs HRB
+140.6%
-240.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.4% |
| 7D | -6.0% | -5.1% | -0.9% | -5.6% |
| 30D | -71.2% | +8.7% | -79.9% | -71.4% |
| 3M | -94.5% | -5.4% | -89.1% | -94.5% |
| 6M | -96.5% | +41.6% | -138.1% | -96.4% |
| YTD | -99.6% | +18.7% | -118.3% | -99.7% |
| 1Y | -99.7% | +16.4% | -116.1% | -99.7% |
| 3Y | -100.0% | +22.0% | -122.0% | -100.0% |
| All | -100.0% | +140.6% | -240.6% | -100.0% |
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