-99.9%
DFNS vs HST
+74.0%
-173.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | -16.0% | -1.0% | -15.0% | -16.2% |
| 30D | -77.7% | -12.3% | -65.4% | -78.5% |
| 3M | -77.2% | -6.4% | -70.8% | -77.6% |
| 6M | -95.2% | +15.0% | -110.2% | -94.8% |
| YTD | -98.0% | +30.5% | -128.5% | -97.7% |
| 1Y | -98.3% | +35.7% | -133.9% | -98.0% |
| 3Y | -99.9% | +68.4% | -168.3% | -99.9% |
| All | -99.9% | +74.0% | -173.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling