-100.0%
DFNS vs HST
+71.5%
-171.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.2% |
| 7D | -44.0% | -2.7% | -41.3% | -44.5% |
| 30D | -69.1% | +10.7% | -79.8% | -68.2% |
| 3M | -95.6% | +6.3% | -101.9% | -95.6% |
| 6M | -96.2% | +19.0% | -115.1% | -95.9% |
| YTD | -99.6% | +47.0% | -146.6% | -99.5% |
| 1Y | -99.7% | +53.4% | -153.2% | -99.7% |
| 3Y | -100.0% | +78.0% | -178.0% | -100.0% |
| All | -100.0% | +71.5% | -171.5% | -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 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