-99.9%
DFNS vs HWM
+743.6%
-843.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.4% |
| 7D | -16.0% | -2.1% | -13.9% | -16.5% |
| 30D | -77.7% | -11.0% | -66.7% | -78.8% |
| 3M | -77.2% | +4.0% | -81.2% | -76.7% |
| 6M | -95.2% | -0.2% | -95.0% | -95.1% |
| YTD | -98.0% | +26.7% | -124.6% | -97.8% |
| 1Y | -98.3% | +44.7% | -143.0% | -98.0% |
| 3Y | -99.9% | +426.1% | -526.0% | -99.8% |
| All | -99.9% | +743.6% | -843.5% | -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 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