+25.0%
HL vs DFNS
-99.6%
+124.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -18.3% | +31.5% | +13.4% |
| 7D | +0.2% | -27.7% | +27.9% | +0.5% |
| 30D | -12.1% | -58.0% | +45.9% | -11.3% |
| 3M | -2.8% | -94.0% | +91.1% | -0.2% |
| 6M | -14.9% | -94.6% | +79.7% | -10.4% |
| YTD | -22.0% | -99.4% | +77.4% | -14.9% |
| 1Y | +25.0% | -99.6% | +124.7% | +39.2% |
| All | +25.0% | -99.6% | +124.6% | +39.2% |
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