-99.6%
DFNS vs HWM
+5.4%
-105.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.3% | -14.1% | -18.4% |
| 7D | -27.7% | +9.4% | -37.1% | -26.9% |
| 30D | -58.0% | -7.0% | -51.0% | -57.9% |
| 3M | -94.0% | -25.9% | -68.1% | -94.1% |
| 6M | -94.6% | -10.8% | -83.8% | -94.8% |
| YTD | -99.4% | +4.3% | -103.8% | -99.5% |
| 1Y | -99.6% | +4.4% | -104.0% | -99.6% |
| All | -99.6% | +5.4% | -105.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling