-27.9%
DHR vs DFNS
-99.9%
+72.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | -2.4% | +4.6% | -7.1% | -2.4% |
| 30D | -2.2% | -73.9% | +71.7% | -2.2% |
| 3M | +9.0% | -71.7% | +80.7% | +9.2% |
| 6M | +3.5% | -94.6% | +98.1% | +3.6% |
| YTD | -10.1% | -98.1% | +87.9% | -10.1% |
| 1Y | +6.2% | -98.3% | +104.5% | +6.3% |
| 3Y | -5.4% | -99.9% | +94.5% | -6.2% |
| 5Y | -27.9% | -99.9% | +72.0% | -31.1% |
| All | -27.9% | -99.9% | +72.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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