-99.9%
DFNS vs HWM
+1,383.4%
-1,483.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.5% |
| 7D | +4.6% | -8.0% | +12.7% | +2.5% |
| 30D | -73.9% | -18.0% | -55.9% | -75.3% |
| 3M | -71.7% | -9.5% | -62.2% | -72.2% |
| 6M | -94.6% | -8.4% | -86.2% | -94.6% |
| YTD | -98.1% | +13.6% | -111.7% | -98.0% |
| 1Y | -98.3% | +30.2% | -128.5% | -98.2% |
| 3Y | -99.9% | +392.2% | -492.1% | -99.8% |
| 5Y | -99.9% | +645.2% | -745.1% | -99.8% |
| All | -99.9% | +1,383.4% | -1,483.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling