-10.0%
HL vs DFNS
-99.7%
+89.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -19.4% | +13.9% | -5.2% |
| 7D | -7.6% | -12.7% | +5.1% | -7.5% |
| 30D | -17.5% | -65.2% | +47.7% | -16.6% |
| 3M | -26.2% | -94.6% | +68.3% | -23.9% |
| 6M | -35.1% | -96.2% | +61.2% | -29.9% |
| YTD | -30.4% | -99.6% | +69.2% | -18.3% |
| All | -10.0% | -99.7% | +89.7% | +7.2% |
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