-19.8%
HD vs DFNS
-98.3%
+78.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -2.1% | -16.0% | +13.9% | -2.0% |
| 30D | -8.4% | -77.7% | +69.3% | -7.8% |
| 3M | +4.3% | -77.2% | +81.5% | +3.7% |
| 6M | -11.1% | -95.2% | +84.0% | -10.8% |
| YTD | -4.7% | -98.0% | +93.3% | -4.0% |
| 1Y | -19.8% | -98.3% | +78.5% | -19.4% |
| All | -19.8% | -98.3% | +78.5% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling