-98.2%
DFNS vs HWM
+29.8%
-128.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.7% | +9.9% | -0.2% |
| 7D | +0.8% | -9.2% | +10.0% | +1.3% |
| 30D | -73.2% | -17.9% | -55.4% | -72.9% |
| 3M | -72.4% | -6.0% | -66.4% | -73.3% |
| 6M | -95.2% | -7.4% | -87.9% | -95.3% |
| YTD | -98.0% | +13.1% | -111.1% | -98.3% |
| All | -98.2% | +29.8% | -128.0% | -98.7% |
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