+5.8%
HD vs DFNS
-100.0%
+105.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.2% | +10.4% | -1.9% |
| 7D | +4.3% | -44.0% | +48.3% | +4.3% |
| 30D | +20.2% | -69.1% | +89.3% | +20.1% |
| 3M | -1.0% | -95.6% | +94.6% | -1.3% |
| 6M | +7.9% | -96.2% | +104.1% | +7.9% |
| YTD | +2.0% | -99.6% | +101.6% | +1.5% |
| 1Y | -4.3% | -99.7% | +95.4% | -4.8% |
| 3Y | +25.9% | -100.0% | +125.9% | +24.0% |
| All | +5.8% | -100.0% | +105.7% | +6.6% |
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