-95.2%
DFNS vs HUT
+86.0%
-181.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -0.3% |
| 7D | -16.0% | +17.8% | -33.8% | -17.9% |
| 30D | -77.7% | +0.8% | -78.5% | -77.9% |
| 3M | -77.2% | -26.8% | -50.4% | -77.6% |
| 6M | -95.2% | +72.6% | -167.7% | -95.6% |
| All | -95.2% | +86.0% | -181.2% | -95.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling