+419.5%
HL vs DFNS
-99.9%
+519.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +1.9% |
| 7D | +0.4% | +4.6% | -4.3% | +0.4% |
| 30D | +18.8% | -73.9% | +92.7% | +18.9% |
| 3M | +43.7% | -71.7% | +115.4% | +43.5% |
| 6M | -1.0% | -94.6% | +93.5% | -1.2% |
| YTD | +8.7% | -98.1% | +106.8% | +8.4% |
| 1Y | +105.0% | -98.3% | +203.3% | +104.6% |
| All | +419.5% | -99.9% | +519.4% | +403.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling