-99.9%
DFNS vs HUT
+731.5%
-831.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | 0.0% |
| 7D | -16.0% | +17.8% | -33.8% | -17.4% |
| 30D | -77.7% | +0.8% | -78.5% | -77.7% |
| 3M | -77.2% | -26.8% | -50.4% | -76.6% |
| 6M | -95.2% | +72.6% | -167.7% | -95.5% |
| YTD | -98.0% | +103.6% | -201.6% | -98.1% |
| 1Y | -98.3% | +265.3% | -363.5% | -98.4% |
| All | -99.9% | +731.5% | -831.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 3y: compounded portfolio wealth divided by compounded HUT 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…
3y analysis · Full analysis span regression · 6 months rolling