-99.7%
DFNS vs HWM
+0.1%
-99.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.5% | -14.7% | -12.3% |
| 7D | -44.0% | +3.4% | -47.4% | -43.3% |
| 30D | -69.1% | -7.5% | -61.6% | -69.0% |
| 3M | -95.6% | -28.9% | -66.8% | -95.8% |
| 6M | -96.2% | -19.6% | -76.6% | -96.3% |
| YTD | -99.6% | +0.6% | -100.2% | -99.6% |
| 1Y | -99.7% | +0.3% | -100.1% | -99.7% |
| All | -99.7% | +0.1% | -99.9% | -99.7% |
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