-100.0%
DFNS vs HST
+204.1%
-304.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.0% | -18.3% | -19.5% |
| 7D | -12.7% | +3.6% | -16.3% | -12.2% |
| 30D | -65.2% | +9.9% | -75.1% | -64.7% |
| 3M | -94.6% | +12.9% | -107.5% | -94.5% |
| 6M | -96.2% | +22.9% | -119.1% | -96.1% |
| YTD | -99.6% | +52.4% | -152.0% | -99.6% |
| 1Y | -99.7% | +52.5% | -152.2% | -99.7% |
| 3Y | -100.0% | +87.4% | -187.4% | -100.0% |
| 5Y | -100.0% | +82.9% | -182.9% | -100.0% |
| All | -100.0% | +204.1% | -304.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling