-99.6%
DFNS vs HST
+76.4%
-176.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.3% | -19.6% | -19.8% |
| 7D | -27.7% | +3.3% | -31.0% | -30.8% |
| 30D | -58.0% | +16.4% | -74.3% | -65.7% |
| 3M | -94.0% | +5.5% | -99.4% | -94.5% |
| 6M | -94.6% | +31.1% | -125.7% | -95.6% |
| YTD | -99.4% | +55.9% | -155.4% | -99.6% |
| 1Y | -99.6% | +75.6% | -175.3% | -99.7% |
| All | -99.6% | +76.4% | -176.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling