-100.0%
DFNS vs HST
+201.2%
-301.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -2.6% |
| 7D | -42.8% | -1.1% | -41.7% | -43.0% |
| 30D | -67.6% | +11.6% | -79.2% | -66.9% |
| 3M | -94.9% | +9.5% | -104.4% | -94.8% |
| 6M | -96.7% | +18.9% | -115.7% | -96.6% |
| YTD | -99.6% | +51.0% | -150.6% | -99.6% |
| 1Y | -99.7% | +53.0% | -152.7% | -99.7% |
| 3Y | -100.0% | +87.5% | -187.5% | -100.0% |
| 5Y | -100.0% | +76.7% | -176.6% | -100.0% |
| All | -100.0% | +201.2% | -301.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling