+30.6%
HD vs DFNS
-100.0%
+130.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.4% | +18.5% | -0.9% |
| 7D | -0.5% | -12.7% | +12.2% | -0.5% |
| 30D | +18.5% | -65.2% | +83.7% | +18.4% |
| 3M | +2.2% | -94.6% | +96.7% | +1.9% |
| 6M | +13.8% | -96.2% | +110.1% | +13.8% |
| YTD | +3.4% | -99.6% | +103.0% | +3.0% |
| 1Y | -3.5% | -99.7% | +96.2% | -4.0% |
| All | +30.6% | -100.0% | +130.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling