-99.9%
DFNS vs HRB
+332.9%
-432.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.8% |
| 7D | -16.0% | -5.7% | -10.3% | -15.7% |
| 30D | -77.7% | +7.9% | -85.6% | -77.8% |
| 3M | -77.2% | +32.1% | -109.3% | -76.8% |
| 6M | -95.2% | +62.2% | -157.4% | -95.0% |
| YTD | -98.0% | +16.4% | -114.4% | -98.1% |
| 1Y | -98.3% | -0.3% | -98.0% | -98.4% |
| 3Y | -99.9% | +36.0% | -135.9% | -99.9% |
| 5Y | -99.9% | +125.2% | -225.1% | -99.9% |
| All | -99.9% | +332.9% | -432.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling