+6.7%
HD vs DFNS
-100.0%
+106.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.1% |
| 7D | +1.5% | -6.0% | +7.5% | +1.5% |
| 30D | +18.0% | -71.2% | +89.2% | +17.9% |
| 3M | +2.8% | -94.5% | +97.3% | +2.5% |
| 6M | +17.0% | -96.5% | +113.5% | +16.9% |
| YTD | +3.5% | -99.6% | +103.2% | +3.1% |
| 1Y | -2.6% | -99.7% | +97.1% | -3.0% |
| 3Y | +30.7% | -100.0% | +130.7% | +28.6% |
| All | +6.7% | -100.0% | +106.6% | +8.0% |
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