+82.7%
HL vs DFNS
-98.2%
+180.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.0% |
| 7D | -5.6% | -3.3% | -2.3% | -5.6% |
| 30D | +12.7% | -73.1% | +85.8% | +14.8% |
| 3M | +42.5% | -71.4% | +113.9% | +49.8% |
| 6M | -9.0% | -93.8% | +84.8% | +7.7% |
| YTD | +4.4% | -98.0% | +102.4% | +33.6% |
| 1Y | +82.7% | -98.2% | +180.8% | +136.1% |
| All | +82.7% | -98.2% | +180.9% | +136.1% |
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