-96.4%
DFNS vs HUT
-41.7%
-54.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.3% | -5.7% |
| 7D | -42.8% | +3.7% | -46.5% | -43.3% |
| 30D | -67.6% | -32.3% | -35.2% | -63.3% |
| 3M | -94.9% | -35.6% | -59.2% | -94.1% |
| All | -96.4% | -41.7% | -54.7% | -96.2% |
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