-100.0%
DFNS vs HWM
+591.3%
-691.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.8% |
| 7D | -6.0% | +7.3% | -13.3% | -4.1% |
| 30D | -71.2% | +1.6% | -72.8% | -71.1% |
| 3M | -94.5% | -21.9% | -72.7% | -95.0% |
| 6M | -96.5% | -19.0% | -77.5% | -96.8% |
| YTD | -99.6% | +7.9% | -107.6% | -99.6% |
| 1Y | -99.7% | +9.9% | -109.6% | -99.7% |
| 3Y | -100.0% | +342.1% | -442.1% | -100.0% |
| All | -100.0% | +591.3% | -691.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling