+41.2%
HD vs DFNS
-99.9%
+141.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -2.1% | -16.0% | +13.9% | -2.1% |
| 30D | -8.4% | -77.7% | +69.3% | -8.5% |
| 3M | +4.3% | -77.2% | +81.5% | +4.5% |
| 6M | -11.1% | -95.2% | +84.0% | -11.2% |
| YTD | -4.7% | -98.0% | +93.3% | -4.9% |
| 1Y | -19.8% | -98.3% | +78.5% | -20.0% |
| 3Y | +4.1% | -99.9% | +104.0% | +3.1% |
| 5Y | +10.3% | -99.9% | +110.2% | +7.4% |
| All | +41.2% | -99.9% | +141.1% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling