-100.0%
DFNS vs HWM
+1,323.7%
-1,423.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -19.0% | -19.4% |
| 7D | -12.7% | +11.1% | -23.8% | -10.6% |
| 30D | -65.2% | +3.0% | -68.2% | -65.0% |
| 3M | -94.6% | -20.7% | -73.8% | -94.9% |
| 6M | -96.2% | -17.2% | -79.0% | -96.4% |
| YTD | -99.6% | +9.1% | -108.7% | -99.6% |
| 1Y | -99.7% | +9.0% | -108.7% | -99.7% |
| 3Y | -100.0% | +353.8% | -453.8% | -100.0% |
| 5Y | -100.0% | +608.0% | -708.0% | -100.0% |
| All | -100.0% | +1,323.7% | -1,423.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling